+14.6%
QCOM vs AVAV
+34.3%
-19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +1.6% |
| 7D | +5.8% | +3.2% | +2.6% | +5.0% |
| 30D | -2.3% | -7.4% | +5.1% | -1.4% |
| 3M | +2.7% | -32.0% | +34.7% | +8.4% |
| 6M | -21.0% | -24.6% | +3.5% | -18.8% |
| YTD | +1.8% | -47.5% | +49.3% | +8.3% |
| 1Y | +2.4% | -61.5% | +63.9% | +14.2% |
| 3Y | +52.1% | +5.5% | +46.7% | +36.0% |
| 5Y | +14.6% | +35.7% | -21.1% | -12.2% |
| All | +14.6% | +34.3% | -19.6% | -12.2% |
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 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