-19.0%
USAR vs AVAV
+21.8%
-40.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +2.0% |
| 7D | -0.8% | +4.2% | -5.0% | -2.0% |
| 30D | -20.9% | -2.6% | -18.4% | -20.1% |
| 3M | -56.2% | -38.0% | -18.2% | -49.8% |
| 6M | -67.9% | -27.0% | -40.9% | -64.9% |
| YTD | -31.4% | -51.4% | +20.0% | -19.3% |
| 1Y | -45.1% | -60.2% | +15.2% | -33.3% |
| 3Y | -20.3% | -6.7% | -13.7% | -3.2% |
| All | -19.0% | +21.8% | -40.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling