-100.0%
UVXY vs AVAV
+353.4%
-453.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.7% | -9.8% | -8.6% |
| 7D | +2.3% | +9.9% | -7.5% | +14.7% |
| 30D | +4.0% | -5.4% | +9.4% | +5.3% |
| 3M | -21.6% | -36.5% | +15.0% | -39.2% |
| 6M | -55.1% | -25.3% | -29.8% | -59.0% |
| YTD | -53.7% | -48.6% | -5.2% | -65.3% |
| 1Y | -66.7% | -62.1% | -4.6% | -80.0% |
| 3Y | -94.6% | +2.3% | -96.9% | -90.7% |
| 5Y | -99.6% | +35.4% | -135.0% | -98.9% |
| 10Y | -100.0% | +345.1% | -445.1% | -100.0% |
| All | -100.0% | +353.4% | -453.4% | -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