+32.8%
USB vs AVAV
-71.4%
+104.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.8% | +7.7% | -1.7% |
| 7D | -1.5% | -24.3% | +22.9% | -0.4% |
| 30D | +4.3% | -28.9% | +33.2% | +5.6% |
| 3M | -6.1% | -39.3% | +33.2% | -4.4% |
| 6M | +9.4% | -38.8% | +48.2% | +11.0% |
| YTD | +15.2% | -57.8% | +73.0% | +17.1% |
| 1Y | +32.8% | -70.9% | +103.6% | +39.1% |
| All | +32.8% | -71.4% | +104.2% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling