-13.0%
USAR vs AVAV
+31.6%
-44.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +12.6% | -6.1% | +2.6% |
| 7D | -1.1% | +3.2% | -4.2% | -2.0% |
| 30D | -30.3% | -7.4% | -22.9% | -28.6% |
| 3M | -54.7% | -32.0% | -22.7% | -49.5% |
| 6M | -67.5% | -24.6% | -42.9% | -65.0% |
| YTD | -26.4% | -47.5% | +21.1% | -15.5% |
| 1Y | -49.5% | -61.5% | +11.9% | -39.4% |
| 3Y | -14.5% | +5.5% | -19.9% | +1.4% |
| All | -13.0% | +31.6% | -44.6% | +3.3% |
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