+206.7%
UAL vs AVAV
-5.8%
+212.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.5% | -8.4% | +0.5% |
| 7D | +8.2% | -10.6% | +18.7% | +9.6% |
| 30D | +2.3% | -18.8% | +21.1% | +5.1% |
| 3M | -12.7% | -34.1% | +21.4% | -7.8% |
| 6M | +12.7% | -35.3% | +48.0% | +17.9% |
| YTD | +0.8% | -53.4% | +54.2% | +9.1% |
| 1Y | +17.8% | -65.6% | +83.4% | +33.0% |
| 3Y | +206.7% | -5.1% | +211.8% | +162.7% |
| All | +206.7% | -5.8% | +212.5% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling