+112.3%
UAL vs AVAV
+18.1%
+94.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.5% | -8.4% | +0.4% |
| 7D | +8.2% | -10.6% | +18.7% | +9.8% |
| 30D | +2.3% | -18.8% | +21.1% | +5.4% |
| 3M | -12.7% | -34.1% | +21.4% | -7.3% |
| 6M | +12.7% | -35.3% | +48.0% | +18.3% |
| YTD | +0.8% | -53.4% | +54.2% | +9.8% |
| 1Y | +17.8% | -65.6% | +83.4% | +34.4% |
| 3Y | +206.7% | -5.1% | +211.8% | +174.2% |
| All | +112.3% | +18.1% | +94.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling