+115.0%
UMC vs AVAV
-68.0%
+183.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.3% | -2.1% |
| 7D | -14.7% | -10.1% | -4.6% | -14.7% |
| 30D | -32.9% | -18.7% | -14.1% | -33.0% |
| 3M | -22.2% | -33.0% | +10.9% | -22.5% |
| 6M | +25.9% | -37.2% | +63.1% | +25.6% |
| YTD | +107.9% | -53.2% | +161.1% | +89.1% |
| 1Y | +115.0% | -69.0% | +184.0% | +120.2% |
| All | +115.0% | -68.0% | +183.1% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling