-99.1%
QID vs AVAV
+519.3%
-618.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.9% |
| 7D | +1.3% | +1.4% | -0.2% | +1.7% |
| 30D | +2.9% | -24.3% | +27.2% | -4.6% |
| 3M | -0.7% | -20.1% | +19.4% | -4.9% |
| 6M | -29.7% | -29.4% | -0.3% | -33.6% |
| YTD | -27.9% | -39.3% | +11.5% | -33.2% |
| 1Y | -34.6% | -39.3% | +4.8% | -38.2% |
| 3Y | -73.5% | +29.5% | -103.0% | -64.1% |
| 5Y | -81.0% | +56.3% | -137.3% | -68.6% |
| All | -99.1% | +519.3% | -618.4% | -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