+903.9%
UNH vs AVAV
+351.0%
+552.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.7% |
| 7D | -3.2% | -10.6% | +7.4% | -2.0% |
| 30D | +4.8% | -18.8% | +23.6% | +7.2% |
| 3M | -1.8% | -34.1% | +32.3% | +2.6% |
| 6M | +8.6% | -35.3% | +43.9% | +12.3% |
| YTD | +21.8% | -53.4% | +75.1% | +28.8% |
| 1Y | +25.8% | -65.6% | +91.5% | +38.3% |
| 3Y | -21.3% | -5.1% | -16.3% | -28.4% |
| 5Y | -5.3% | +18.5% | -23.9% | -20.4% |
| 10Y | +238.1% | +369.8% | -131.8% | +100.7% |
| All | +903.9% | +351.0% | +552.9% | +423.3% |
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