+5.2%
QLD vs AVAV
-67.9%
+73.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.5% | -7.9% | +0.7% |
| 7D | -10.3% | -10.6% | +0.3% | -8.7% |
| 30D | -26.1% | -18.8% | -7.3% | -23.7% |
| 3M | -17.8% | -34.1% | +16.4% | -12.7% |
| 6M | -15.6% | -35.3% | +19.8% | -10.9% |
| YTD | +5.4% | -53.4% | +58.8% | +12.8% |
| 1Y | +5.2% | -65.6% | +70.9% | +22.2% |
| All | +5.2% | -67.9% | +73.1% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling