+288.4%
UNP vs AVAV
+360.4%
-72.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.1% | +9.9% | -11.9% | -3.2% |
| 30D | +7.3% | -5.4% | +12.7% | +7.6% |
| 3M | +3.6% | -36.5% | +40.2% | +8.0% |
| 6M | +15.8% | -25.3% | +41.1% | +17.1% |
| YTD | +32.6% | -48.6% | +81.2% | +37.6% |
| 1Y | +37.2% | -62.1% | +99.3% | +47.7% |
| 3Y | +52.6% | +2.3% | +50.3% | +35.7% |
| 5Y | +40.6% | +35.4% | +5.2% | +14.4% |
| 10Y | +288.4% | +345.1% | -56.6% | +150.3% |
| All | +288.4% | +360.4% | -72.0% | +150.3% |
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 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