+250.3%
QCOM vs AVAV
+479.1%
-228.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +3.3% | -2.2% | +5.6% | +3.8% |
| 30D | +7.7% | -13.9% | +21.6% | +10.5% |
| 3M | -30.1% | -29.2% | -0.8% | -26.4% |
| 6M | +22.8% | -36.1% | +59.0% | +30.4% |
| YTD | +0.2% | -40.2% | +40.4% | +5.6% |
| 1Y | +7.9% | -36.2% | +44.1% | +11.0% |
| 3Y | +55.8% | +47.5% | +8.3% | +27.2% |
| 5Y | +30.1% | +39.3% | -9.2% | +2.7% |
| All | +250.3% | +479.1% | -228.7% | +101.2% |
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