+31.1%
AVAV vs QSR
+28.6%
+2.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -20.3% | +5.9% | -26.3% | -21.6% |
| 3M | -19.4% | +10.5% | -29.9% | -21.6% |
| 6M | -35.3% | +7.7% | -43.0% | -37.0% |
| YTD | -38.5% | +16.8% | -55.3% | -41.6% |
| 1Y | -37.2% | +30.9% | -68.1% | -42.8% |
| 3Y | +31.1% | +28.2% | +2.9% | +20.3% |
| All | +31.1% | +28.6% | +2.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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