+163.7%
UAL vs AVAV
+308.3%
-144.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.3% | -2.3% |
| 7D | +5.0% | -24.3% | +29.3% | +11.6% |
| 30D | -1.2% | -28.9% | +27.7% | +6.4% |
| 3M | -16.8% | -39.3% | +22.5% | -7.5% |
| 6M | +18.0% | -38.8% | +56.7% | +28.1% |
| YTD | -1.2% | -57.8% | +56.6% | +14.0% |
| 1Y | +14.3% | -70.9% | +85.2% | +43.5% |
| 3Y | +194.6% | -14.8% | +209.4% | +161.7% |
| 5Y | +109.6% | +7.3% | +102.3% | +63.7% |
| 10Y | +93.1% | +325.3% | -232.3% | -4.7% |
| All | +163.7% | +308.3% | -144.6% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling