+861.6%
UMC vs AVAV
+478.6%
+383.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.9% |
| 7D | +5.0% | -2.2% | +7.2% | +5.3% |
| 30D | +7.7% | -13.9% | +21.6% | +10.0% |
| 3M | +1.7% | -29.2% | +30.9% | +6.1% |
| 6M | +113.9% | -36.1% | +150.1% | +125.0% |
| YTD | +168.9% | -40.2% | +209.1% | +178.4% |
| 1Y | +207.2% | -36.2% | +243.4% | +210.9% |
| 3Y | +227.7% | +47.5% | +180.2% | +162.1% |
| 5Y | +118.0% | +39.3% | +78.8% | +67.9% |
| 10Y | +1,682.1% | +482.6% | +1,199.6% | +807.5% |
| All | +861.6% | +478.6% | +383.0% | +280.5% |
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 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