+92.7%
USB vs AVAV
+317.7%
-225.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.8% | +7.7% | -0.7% |
| 7D | -1.5% | -24.3% | +22.9% | +2.3% |
| 30D | +4.3% | -28.9% | +33.2% | +9.1% |
| 3M | -6.1% | -39.3% | +33.2% | +0.1% |
| 6M | +9.4% | -38.8% | +48.2% | +14.8% |
| YTD | +15.2% | -57.8% | +73.0% | +25.1% |
| 1Y | +32.8% | -70.9% | +103.6% | +52.4% |
| 3Y | +91.3% | -14.8% | +106.1% | +72.9% |
| 5Y | +22.7% | +7.3% | +15.4% | +1.7% |
| All | +92.7% | +317.7% | -225.0% | +12.3% |
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