-100.0%
UVXY vs AVAV
+328.3%
-428.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +1.8% |
| 7D | -22.1% | +4.2% | -26.3% | -17.8% |
| 30D | +8.2% | -2.6% | +10.7% | +11.8% |
| 3M | -12.3% | -38.0% | +25.6% | -33.0% |
| 6M | -51.0% | -27.0% | -24.0% | -56.0% |
| YTD | -49.9% | -51.4% | +1.5% | -63.9% |
| 1Y | -67.7% | -60.2% | -7.5% | -79.9% |
| 3Y | -94.1% | -6.7% | -87.4% | -90.4% |
| 5Y | -99.5% | +28.3% | -127.8% | -98.8% |
| 10Y | -100.0% | +320.5% | -420.5% | -100.0% |
| All | -100.0% | +328.3% | -428.3% | -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