+47.0%
QCOM vs AVAV
-5.8%
+52.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.5% | -4.9% | +3.9% |
| 7D | +0.4% | -10.6% | +11.0% | +1.9% |
| 30D | -6.6% | -18.8% | +12.2% | -3.9% |
| 3M | +3.7% | -34.1% | +37.8% | +9.6% |
| 6M | -13.3% | -35.3% | +22.0% | -9.0% |
| YTD | -1.8% | -53.4% | +51.6% | +5.8% |
| 1Y | -2.5% | -65.6% | +63.1% | +9.8% |
| 3Y | +47.0% | -5.1% | +52.0% | +40.9% |
| All | +47.0% | -5.8% | +52.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling