-19.7%
USAR vs AVAV
-5.8%
-13.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.5% | +0.4% | +7.5% |
| 7D | -14.5% | -10.6% | -3.9% | -11.3% |
| 30D | -37.8% | -18.8% | -19.0% | -33.5% |
| 3M | -52.8% | -34.1% | -18.7% | -46.3% |
| 6M | -71.2% | -35.3% | -35.9% | -67.3% |
| YTD | -30.9% | -53.4% | +22.5% | -16.9% |
| 1Y | -48.0% | -65.6% | +17.6% | -34.3% |
| 3Y | -19.7% | -5.1% | -14.6% | -0.3% |
| All | -19.7% | -5.8% | -13.9% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling