+245.3%
UNH vs AVAV
+478.0%
-232.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.4% | -1.5% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -3.8% | -25.6% | +21.7% | -1.7% |
| 3M | -4.3% | -20.2% | +15.9% | -3.2% |
| 6M | +38.6% | -38.1% | +76.7% | +42.4% |
| YTD | +20.7% | -41.8% | +62.5% | +23.3% |
| 1Y | +16.0% | -39.0% | +55.0% | +17.6% |
| 3Y | -13.5% | +24.1% | -37.5% | -20.6% |
| 5Y | +3.5% | +53.0% | -49.5% | -10.1% |
| 10Y | +245.3% | +493.8% | -248.5% | +142.9% |
| All | +245.3% | +478.0% | -232.7% | +142.9% |
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