+356.9%
AVAV vs QSR
+211.2%
+145.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | 0.0% | +4.5% | -4.5% | -1.6% |
| 30D | -9.9% | +9.4% | -19.3% | -12.8% |
| 3M | -34.7% | +7.5% | -42.2% | -36.7% |
| 6M | -26.6% | -0.8% | -25.8% | -27.1% |
| YTD | -48.9% | +16.9% | -65.8% | -52.2% |
| 1Y | -63.0% | +16.3% | -79.3% | -65.4% |
| 3Y | +1.6% | +25.3% | -23.7% | -8.4% |
| 5Y | +34.5% | +60.4% | -25.9% | +10.4% |
| 10Y | +359.3% | +139.2% | +220.0% | +223.6% |
| All | +356.9% | +211.2% | +145.7% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling