+73.0%
USAR vs AVAV
+48.2%
+24.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | +2.6% | -13.9% | +16.6% | +7.2% |
| 3M | -35.0% | -29.2% | -5.8% | -29.1% |
| 6M | -6.9% | -36.1% | +29.3% | +3.0% |
| YTD | +48.0% | -40.2% | +88.2% | +63.8% |
| 1Y | +24.8% | -36.2% | +61.0% | +44.2% |
| All | +73.0% | +48.2% | +24.7% | +98.2% |
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