-100.0%
UVXY vs AVAV
+427.2%
-527.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | -0.5% |
| 7D | -5.0% | -2.2% | -2.8% | -6.3% |
| 30D | -20.5% | -13.9% | -6.6% | -27.7% |
| 3M | -36.6% | -29.2% | -7.3% | -48.2% |
| 6M | -56.9% | -36.1% | -20.8% | -66.1% |
| YTD | -51.2% | -40.2% | -11.0% | -61.5% |
| 1Y | -69.8% | -36.2% | -33.6% | -74.0% |
| 3Y | -95.1% | +47.5% | -142.6% | -89.1% |
| 5Y | -99.7% | +39.3% | -138.9% | -99.2% |
| 10Y | -100.0% | +482.6% | -582.6% | -100.0% |
| All | -100.0% | +427.2% | -527.2% | -100.0% |
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