+1,631.1%
QLD vs AVAV
+479.1%
+1,152.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | -0.1% | -13.9% | +13.8% | +3.9% |
| 3M | -8.4% | -29.2% | +20.9% | -0.6% |
| 6M | +32.2% | -36.1% | +68.3% | +45.2% |
| YTD | +28.9% | -40.2% | +69.1% | +39.6% |
| 1Y | +43.8% | -36.2% | +80.0% | +50.1% |
| 3Y | +176.6% | +47.5% | +129.1% | +99.5% |
| 5Y | +121.6% | +39.3% | +82.3% | +54.0% |
| All | +1,631.1% | +479.1% | +1,152.0% | +648.4% |
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