+644.5%
UMC vs AVAV
+397.6%
+246.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.8% |
| 7D | +0.1% | +9.9% | -9.7% | -1.3% |
| 30D | -28.7% | -5.4% | -23.3% | -28.0% |
| 3M | -15.1% | -36.5% | +21.4% | -8.8% |
| 6M | +5.0% | -25.3% | +30.2% | +7.8% |
| YTD | +108.2% | -48.6% | +156.8% | +120.7% |
| 1Y | +121.7% | -62.1% | +183.8% | +148.1% |
| 3Y | +139.8% | +2.3% | +137.5% | +106.9% |
| 5Y | +85.1% | +35.4% | +49.7% | +42.5% |
| 10Y | +1,341.4% | +345.1% | +996.3% | +675.7% |
| All | +644.5% | +397.6% | +246.9% | +201.6% |
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