+236.1%
UMC vs AVAV
-40.1%
+276.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +3.9% |
| 7D | +13.6% | -3.2% | +16.8% | +13.6% |
| 30D | +20.8% | -25.6% | +46.3% | +20.4% |
| 3M | +16.1% | -20.2% | +36.4% | +16.0% |
| 6M | +137.3% | -38.1% | +175.4% | +134.8% |
| YTD | +193.8% | -41.8% | +235.5% | +173.6% |
| 1Y | +236.1% | -39.0% | +275.1% | +259.0% |
| All | +236.1% | -40.1% | +276.2% | +259.0% |
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