+41.0%
AVAV vs QSR
+46.1%
-5.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -20.3% | +5.9% | -26.3% | -22.0% |
| 3M | -19.4% | +10.5% | -29.9% | -22.2% |
| 6M | -35.3% | +7.7% | -43.0% | -37.3% |
| YTD | -38.5% | +16.8% | -55.3% | -42.3% |
| 1Y | -37.2% | +30.9% | -68.1% | -43.8% |
| 3Y | +31.1% | +28.2% | +2.9% | +16.9% |
| 5Y | +41.0% | +45.0% | -4.0% | +9.9% |
| All | +41.0% | +46.1% | -5.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling