+271.8%
UNP vs AVAV
+516.1%
-244.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | -0.7% | +3.2% | -3.9% | -1.1% |
| 30D | -1.1% | -20.3% | +19.2% | +1.1% |
| 3M | +7.9% | -19.4% | +27.3% | +9.4% |
| 6M | +14.6% | -35.3% | +49.9% | +18.2% |
| YTD | +26.6% | -38.5% | +65.1% | +29.6% |
| 1Y | +35.6% | -37.2% | +72.8% | +37.1% |
| 3Y | +45.5% | +31.1% | +14.4% | +25.8% |
| 5Y | +50.0% | +41.0% | +9.0% | +23.0% |
| 10Y | +271.8% | +508.8% | -236.9% | +113.2% |
| All | +271.8% | +516.1% | -244.2% | +113.2% |
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