+214.3%
UNH vs AVAV
+327.1%
-112.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +2.4% | +18.4% | -16.0% | +1.0% |
| 30D | +7.2% | -4.9% | +12.2% | +7.4% |
| 3M | +0.5% | -37.7% | +38.2% | +3.7% |
| 6M | +3.4% | -28.4% | +31.9% | +4.8% |
| YTD | +25.2% | -50.0% | +75.2% | +28.9% |
| 1Y | +22.7% | -62.6% | +85.3% | +29.4% |
| 3Y | -20.3% | -0.6% | -19.7% | -25.6% |
| 5Y | -3.4% | +31.9% | -35.3% | -15.2% |
| All | +214.3% | +327.1% | -112.9% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling