-100.0%
QID vs AVAV
+397.6%
-497.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.4% |
| 7D | -1.1% | +9.9% | -11.0% | +3.1% |
| 30D | +14.4% | -5.4% | +19.8% | +14.2% |
| 3M | +6.7% | -36.5% | +43.2% | -5.7% |
| 6M | +2.6% | -25.3% | +27.8% | -1.2% |
| YTD | -24.2% | -48.6% | +24.4% | -33.0% |
| 1Y | -22.3% | -62.1% | +39.8% | -37.5% |
| 3Y | -72.0% | +2.3% | -74.4% | -64.2% |
| 5Y | -78.2% | +35.4% | -113.5% | -64.6% |
| 10Y | -99.1% | +345.1% | -444.2% | -97.0% |
| All | -100.0% | +397.6% | -497.6% | -99.9% |
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