+319.8%
UL vs AVAV
+351.0%
-31.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.5% | -13.0% | -3.3% |
| 7D | +1.1% | -10.6% | +11.7% | +1.8% |
| 30D | +8.2% | -18.8% | +27.0% | +9.6% |
| 3M | +4.5% | -34.1% | +38.7% | +7.3% |
| 6M | +12.6% | -35.3% | +47.9% | +14.7% |
| YTD | +3.5% | -53.4% | +56.9% | +7.1% |
| 1Y | -0.4% | -65.6% | +65.2% | +5.4% |
| 3Y | +36.0% | -5.1% | +41.1% | +27.1% |
| 5Y | +30.9% | +18.5% | +12.4% | +16.3% |
| 10Y | +97.5% | +369.8% | -272.3% | +38.8% |
| All | +319.8% | +351.0% | -31.2% | +164.4% |
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