+75.4%
USAR vs AVAV
+54.3%
+21.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.5% |
| 7D | +2.3% | +3.2% | -0.9% | +1.4% |
| 30D | -8.6% | -20.3% | +11.7% | -2.7% |
| 3M | -20.5% | -19.4% | -1.0% | -16.4% |
| 6M | +1.2% | -35.3% | +36.5% | +11.4% |
| YTD | +48.4% | -38.5% | +86.9% | +62.9% |
| 1Y | +30.6% | -37.2% | +67.8% | +49.7% |
| 3Y | +73.6% | +31.1% | +42.5% | +96.9% |
| All | +75.4% | +54.3% | +21.1% | +99.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling