+96.6%
USB vs AVAV
-5.4%
+102.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.2% | +2.5% |
| 7D | +2.4% | -10.1% | +12.5% | +3.2% |
| 30D | +6.6% | -18.7% | +25.3% | +8.1% |
| 3M | -4.1% | -33.0% | +28.9% | -1.4% |
| 6M | +12.5% | -37.2% | +49.7% | +15.4% |
| YTD | +17.6% | -53.2% | +70.8% | +22.0% |
| 1Y | +36.5% | -69.0% | +105.5% | +47.5% |
| All | +96.6% | -5.4% | +102.0% | +73.9% |
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