+108.7%
USB vs AVAV
+479.1%
-370.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +1.4% | -2.2% | +3.7% | +1.8% |
| 30D | -1.3% | -13.9% | +12.6% | +0.6% |
| 3M | +15.2% | -29.2% | +44.5% | +19.6% |
| 6M | +18.8% | -36.1% | +55.0% | +24.2% |
| YTD | +21.0% | -40.2% | +61.2% | +25.6% |
| 1Y | +34.0% | -36.2% | +70.2% | +35.9% |
| 3Y | +95.3% | +47.5% | +47.8% | +61.7% |
| 5Y | +40.4% | +39.3% | +1.1% | +12.9% |
| All | +108.7% | +479.1% | -370.3% | +13.4% |
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 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