+7.2%
QCOM vs AVAV
+7.1%
+0.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.8% | +0.4% | -7.9% |
| 7D | -15.5% | -24.3% | +8.9% | -11.7% |
| 30D | -13.4% | -28.9% | +15.5% | -8.8% |
| 3M | 0.0% | -39.3% | +39.3% | +7.7% |
| 6M | -15.2% | -38.8% | +23.6% | -9.8% |
| YTD | -6.9% | -57.8% | +50.9% | +2.6% |
| 1Y | -11.0% | -70.9% | +59.9% | +4.0% |
| 3Y | +39.8% | -14.8% | +54.6% | +29.4% |
| 5Y | +7.2% | +7.3% | -0.1% | -7.1% |
| All | +7.2% | +7.1% | +0.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling