+541.2%
UMC vs AVAV
+351.0%
+190.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -6.9% | +1.7% |
| 7D | -17.0% | -10.6% | -6.4% | -15.3% |
| 30D | -40.6% | -18.8% | -21.8% | -38.4% |
| 3M | -27.9% | -34.1% | +6.2% | -23.0% |
| 6M | -7.5% | -35.3% | +27.9% | -2.5% |
| YTD | +79.3% | -53.4% | +132.7% | +93.3% |
| 1Y | +92.8% | -65.6% | +158.4% | +119.4% |
| 3Y | +108.2% | -5.1% | +113.2% | +81.8% |
| 5Y | +68.4% | +18.5% | +49.9% | +32.9% |
| 10Y | +1,107.7% | +369.8% | +737.9% | +536.1% |
| All | +541.2% | +351.0% | +190.2% | +164.2% |
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 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