+1,315.8%
QLD vs AVAV
+317.7%
+998.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.8% | -2.9% | -9.9% |
| 7D | -18.6% | -24.3% | +5.8% | -11.7% |
| 30D | -28.3% | -28.9% | +0.6% | -21.0% |
| 3M | -20.4% | -39.3% | +18.9% | -8.9% |
| 6M | -14.3% | -38.8% | +24.5% | -4.6% |
| YTD | +2.8% | -57.8% | +60.6% | +22.4% |
| 1Y | -1.2% | -70.9% | +69.7% | +31.4% |
| 3Y | +135.3% | -14.8% | +150.1% | +102.8% |
| 5Y | +62.6% | +7.3% | +55.3% | +21.4% |
| All | +1,315.8% | +317.7% | +998.1% | +656.9% |
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 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