-99.1%
QID vs AVAV
+315.4%
-414.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +1.8% |
| 7D | -7.1% | +4.2% | -11.4% | -5.6% |
| 30D | +12.6% | -2.6% | +15.2% | +13.3% |
| 3M | +14.2% | -38.0% | +52.2% | +1.7% |
| 6M | +6.2% | -27.0% | +33.2% | +2.2% |
| YTD | -21.8% | -51.4% | +29.6% | -30.9% |
| 1Y | -23.1% | -60.2% | +37.1% | -35.8% |
| 3Y | -71.3% | -6.7% | -64.7% | -64.2% |
| 5Y | -77.0% | +28.3% | -105.3% | -63.4% |
| All | -99.1% | +315.4% | -414.5% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling