+242.8%
QCOM vs AVAV
+358.8%
-116.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +5.5% | 0.0% | +5.6% | +5.3% |
| 30D | -1.1% | -9.9% | +8.8% | +0.6% |
| 3M | +7.6% | -34.7% | +42.3% | +15.8% |
| 6M | -20.1% | -26.6% | +6.5% | -17.1% |
| YTD | +3.0% | -48.9% | +52.0% | +11.5% |
| 1Y | +3.2% | -63.0% | +66.3% | +18.5% |
| 3Y | +48.9% | +1.6% | +47.3% | +31.4% |
| 5Y | +21.1% | +34.5% | -13.4% | -4.5% |
| 10Y | +242.8% | +359.3% | -116.5% | +102.1% |
| All | +242.8% | +358.8% | -116.0% | +102.1% |
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