+231.0%
UNH vs AVAV
+423.1%
-192.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | -0.1% |
| 7D | -0.7% | +3.2% | -3.9% | -1.1% |
| 30D | +4.8% | -7.4% | +12.2% | +5.2% |
| 3M | -1.7% | -32.0% | +30.3% | +0.8% |
| 6M | +5.9% | -24.6% | +30.4% | +6.9% |
| YTD | +22.8% | -47.5% | +70.3% | +26.1% |
| 1Y | +25.9% | -61.5% | +87.4% | +32.6% |
| 3Y | -21.4% | +5.5% | -26.9% | -27.0% |
| 5Y | -6.3% | +35.7% | -42.0% | -17.9% |
| 10Y | +231.0% | +379.1% | -148.1% | +147.0% |
| All | +231.0% | +423.1% | -192.1% | +147.0% |
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