+141.8%
UMC vs AVAV
+44.7%
+97.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.9% |
| 7D | +6.6% | +3.2% | +3.4% | +6.4% |
| 30D | +16.6% | -20.3% | +36.9% | +18.4% |
| 3M | +11.0% | -19.4% | +30.5% | +12.1% |
| 6M | +131.3% | -35.3% | +166.5% | +136.7% |
| YTD | +182.5% | -38.5% | +221.0% | +184.3% |
| 1Y | +222.3% | -37.2% | +259.5% | +222.1% |
| 3Y | +253.0% | +31.1% | +221.9% | +208.9% |
| 5Y | +141.8% | +41.0% | +100.8% | +89.3% |
| All | +141.8% | +44.7% | +97.1% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling