+232.3%
USB vs AVAV
+478.6%
-246.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +15.2% | -29.2% | +44.5% | +20.0% |
| 6M | +18.8% | -36.1% | +55.0% | +24.6% |
| YTD | +21.0% | -40.2% | +61.2% | +26.1% |
| 1Y | +34.0% | -36.2% | +70.2% | +36.4% |
| 3Y | +95.3% | +47.5% | +47.8% | +62.6% |
| 5Y | +40.4% | +39.3% | +1.1% | +13.0% |
| 10Y | +107.3% | +482.6% | -375.2% | +18.1% |
| All | +232.3% | +478.6% | -246.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling