+308.4%
UL vs AVAV
+478.6%
-170.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +0.5% | -13.9% | +14.4% | +1.4% |
| 3M | +17.6% | -29.2% | +46.8% | +19.9% |
| 6M | -5.4% | -36.1% | +30.8% | -3.2% |
| YTD | +0.7% | -40.2% | +40.9% | +2.6% |
| 1Y | -9.3% | -36.2% | +27.0% | -8.7% |
| 3Y | +24.5% | +47.5% | -23.0% | +12.2% |
| 5Y | +23.2% | +39.3% | -16.1% | +8.7% |
| 10Y | +64.5% | +482.6% | -418.1% | +14.3% |
| All | +308.4% | +478.6% | -170.2% | +153.3% |
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