+1,272.7%
UMC vs AVAV
+315.4%
+957.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.9% |
| 7D | +11.2% | +4.2% | +7.0% | +10.6% |
| 30D | -28.0% | -2.6% | -25.5% | -27.8% |
| 3M | -20.5% | -38.0% | +17.4% | -16.1% |
| 6M | -1.6% | -27.0% | +25.4% | +0.7% |
| YTD | +99.4% | -51.4% | +150.8% | +109.0% |
| 1Y | +120.4% | -60.2% | +180.6% | +137.4% |
| 3Y | +134.2% | -6.7% | +140.9% | +109.1% |
| 5Y | +78.8% | +28.3% | +50.5% | +44.5% |
| All | +1,272.7% | +315.4% | +957.3% | +895.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling