+298.3%
UNP vs AVAV
+361.4%
-63.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -3.7% |
| 7D | -4.6% | -10.6% | +6.0% | -3.6% |
| 30D | +5.6% | -18.8% | +24.4% | +7.6% |
| 3M | -1.3% | -34.1% | +32.8% | +2.4% |
| 6M | +9.2% | -35.3% | +44.6% | +12.2% |
| YTD | +27.3% | -53.4% | +80.7% | +33.6% |
| 1Y | +35.9% | -65.6% | +101.6% | +47.9% |
| 3Y | +45.5% | -5.1% | +50.5% | +30.2% |
| 5Y | +36.0% | +18.5% | +17.5% | +12.5% |
| All | +298.3% | +361.4% | -63.1% | +144.3% |
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