+91.8%
QLD vs AVAV
+35.3%
+56.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | -1.2% | +9.9% | -11.0% | -3.5% |
| 30D | -15.7% | -5.4% | -10.3% | -14.8% |
| 3M | -10.0% | -36.5% | +26.5% | 0.0% |
| 6M | -11.2% | -25.3% | +14.0% | -7.3% |
| YTD | +16.4% | -48.6% | +64.9% | +28.8% |
| 1Y | +12.7% | -62.1% | +74.8% | +35.5% |
| 3Y | +152.3% | +2.3% | +150.0% | +105.8% |
| 5Y | +91.8% | +35.4% | +56.4% | +19.8% |
| All | +91.8% | +35.3% | +56.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling