-99.0%
QID vs AVAV
+423.1%
-522.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +12.6% | -19.4% | -3.2% |
| 7D | -0.8% | +3.2% | -3.9% | +1.2% |
| 30D | +20.1% | -7.4% | +27.5% | +19.2% |
| 3M | +11.8% | -32.0% | +43.8% | +2.2% |
| 6M | +5.5% | -24.6% | +30.1% | +2.5% |
| YTD | -21.5% | -47.5% | +26.0% | -29.1% |
| 1Y | -22.6% | -61.5% | +38.9% | -36.1% |
| 3Y | -72.3% | +5.5% | -77.8% | -64.2% |
| 5Y | -76.9% | +35.7% | -112.6% | -62.8% |
| 10Y | -99.0% | +379.1% | -478.1% | -97.5% |
| All | -99.0% | +423.1% | -522.1% | -97.5% |
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