+4.5%
AVAV vs SOXQ
+231.9%
-227.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.7% | -1.3% |
| 7D | +4.2% | +8.2% | -3.9% | +0.9% |
| 30D | -2.6% | -13.2% | +10.6% | +3.3% |
| 3M | -38.0% | -18.5% | -19.4% | -32.8% |
| 6M | -27.0% | -15.4% | -11.6% | -23.5% |
| YTD | -51.4% | +43.6% | -95.0% | -60.1% |
| 1Y | -60.2% | +49.2% | -109.5% | -67.9% |
| 3Y | -6.7% | +190.2% | -196.9% | -44.3% |
| 5Y | +28.3% | +178.2% | -149.9% | -31.5% |
| All | +4.5% | +231.9% | -227.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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