+98.3%
USB vs AVAV
+48.2%
+50.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | +1.4% | -2.2% | +3.7% | +1.6% |
| 30D | -1.3% | -13.9% | +12.6% | -0.3% |
| 3M | +15.2% | -29.2% | +44.5% | +17.7% |
| 6M | +18.8% | -36.1% | +55.0% | +21.8% |
| YTD | +21.0% | -40.2% | +61.2% | +23.4% |
| 1Y | +34.0% | -36.2% | +70.2% | +34.5% |
| All | +98.3% | +48.2% | +50.0% | +77.2% |
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