+1,324.6%
URI vs AVAV
+317.7%
+1,006.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.8% | +2.7% | -4.8% |
| 7D | -12.9% | -24.3% | +11.4% | -7.1% |
| 30D | -3.4% | -28.9% | +25.5% | +4.4% |
| 3M | -10.0% | -39.3% | +29.2% | +0.2% |
| 6M | +12.2% | -38.8% | +50.9% | +21.7% |
| YTD | +29.8% | -57.8% | +87.5% | +49.2% |
| 1Y | +24.6% | -70.9% | +95.5% | +56.6% |
| 3Y | +137.6% | -14.8% | +152.4% | +103.2% |
| 5Y | +176.6% | +7.3% | +169.3% | +104.1% |
| All | +1,324.6% | +317.7% | +1,006.9% | +432.7% |
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