+5,979.9%
QLD vs AVAV
+308.3%
+5,671.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.8% | -2.9% | -9.6% |
| 7D | -18.6% | -24.3% | +5.8% | -10.9% |
| 30D | -28.3% | -28.9% | +0.6% | -20.2% |
| 3M | -20.4% | -39.3% | +18.9% | -7.6% |
| 6M | -14.3% | -38.8% | +24.5% | -3.6% |
| YTD | +2.8% | -57.8% | +60.6% | +24.5% |
| 1Y | -1.2% | -70.9% | +69.7% | +34.8% |
| 3Y | +135.3% | -14.8% | +150.1% | +102.7% |
| 5Y | +62.6% | +7.3% | +55.3% | +20.5% |
| 10Y | +1,384.3% | +325.3% | +1,058.9% | +487.9% |
| All | +5,979.9% | +308.3% | +5,671.5% | +1,914.9% |
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