+92.6%
UAL vs AVAV
+361.4%
-268.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.5% | -8.4% | -0.1% |
| 7D | +8.2% | -10.6% | +18.7% | +10.3% |
| 30D | +2.3% | -18.8% | +21.1% | +6.4% |
| 3M | -12.7% | -34.1% | +21.4% | -5.6% |
| 6M | +12.7% | -35.3% | +48.0% | +20.0% |
| YTD | +0.8% | -53.4% | +54.2% | +12.3% |
| 1Y | +17.8% | -65.6% | +83.4% | +39.8% |
| 3Y | +206.7% | -5.1% | +211.8% | +165.6% |
| 5Y | +113.9% | +18.5% | +95.4% | +63.8% |
| All | +92.6% | +361.4% | -268.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling