+621.2%
QCOM vs AVAV
+352.9%
+268.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.3% | +13.7% | +6.9% |
| 7D | -5.3% | -10.1% | +4.8% | -3.5% |
| 30D | -4.2% | -18.7% | +14.5% | -0.5% |
| 3M | +7.0% | -33.0% | +40.1% | +14.9% |
| 6M | +3.8% | -37.2% | +41.0% | +10.7% |
| YTD | +2.8% | -53.2% | +56.0% | +13.4% |
| 1Y | +2.3% | -69.0% | +71.3% | +21.5% |
| 3Y | +54.4% | -5.5% | +59.9% | +39.6% |
| 5Y | +23.7% | +20.1% | +3.6% | +1.5% |
| 10Y | +240.0% | +371.8% | -131.8% | +98.3% |
| All | +621.2% | +352.9% | +268.3% | +260.3% |
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