+293.8%
UNP vs AVAV
+423.1%
-129.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.2% | +1.1% |
| 7D | -3.3% | +3.2% | -6.4% | -3.8% |
| 30D | +6.7% | -7.4% | +14.1% | +7.2% |
| 3M | +1.8% | -32.0% | +33.8% | +5.3% |
| 6M | +13.3% | -24.6% | +37.9% | +14.5% |
| YTD | +30.3% | -47.5% | +77.9% | +35.0% |
| 1Y | +36.9% | -61.5% | +98.4% | +47.1% |
| 3Y | +50.9% | +5.5% | +45.5% | +33.8% |
| 5Y | +37.9% | +35.7% | +2.2% | +12.5% |
| 10Y | +293.8% | +379.1% | -85.3% | +155.9% |
| All | +293.8% | +423.1% | -129.3% | +155.9% |
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