+216.5%
QCOM vs AVAV
+361.4%
-144.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.5% | -4.9% | +3.6% |
| 7D | +0.4% | -10.6% | +11.0% | +2.4% |
| 30D | -6.6% | -18.8% | +12.2% | -3.0% |
| 3M | +3.7% | -34.1% | +37.8% | +11.5% |
| 6M | -13.3% | -35.3% | +22.0% | -7.9% |
| YTD | -1.8% | -53.4% | +51.6% | +8.2% |
| 1Y | -2.5% | -65.6% | +63.1% | +13.5% |
| 3Y | +47.0% | -5.1% | +52.0% | +31.5% |
| 5Y | +13.1% | +18.5% | -5.4% | -8.2% |
| All | +216.5% | +361.4% | -144.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling