+347.1%
AVAV vs QSR
+202.6%
+144.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.4% |
| 7D | +18.4% | -3.9% | +22.3% | +19.8% |
| 30D | -4.9% | +5.9% | -10.9% | -7.1% |
| 3M | -37.7% | +1.7% | -39.3% | -38.4% |
| 6M | -28.4% | -1.9% | -26.6% | -28.7% |
| YTD | -50.0% | +13.6% | -63.7% | -52.8% |
| 1Y | -62.6% | +13.1% | -75.8% | -64.7% |
| 3Y | -0.6% | +21.8% | -22.4% | -9.6% |
| 5Y | +31.9% | +57.2% | -25.3% | +8.9% |
| 10Y | +332.3% | +138.5% | +193.8% | +205.2% |
| All | +347.1% | +202.6% | +144.5% | +191.6% |
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