+602.6%
QCOM vs AVAV
+478.6%
+124.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.3% |
| 6M | +22.8% | -36.1% | +59.0% | +30.4% |
| YTD | +0.2% | -40.2% | +40.4% | +5.8% |
| 1Y | +7.9% | -36.2% | +44.1% | +11.1% |
| 3Y | +55.8% | +47.5% | +8.3% | +28.6% |
| 5Y | +30.1% | +39.3% | -9.2% | +4.0% |
| 10Y | +248.9% | +482.6% | -233.7% | +96.0% |
| All | +602.6% | +478.6% | +124.0% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling