+523.8%
QQQ vs AVAV
+358.8%
+165.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.7% |
| 30D | -10.2% | -9.9% | -0.3% | -9.1% |
| 3M | -6.3% | -34.7% | +28.4% | -1.0% |
| 6M | -4.9% | -26.6% | +21.7% | -2.5% |
| YTD | +10.2% | -48.9% | +59.2% | +16.8% |
| 1Y | +8.8% | -63.0% | +71.8% | +20.9% |
| 3Y | +81.4% | +1.6% | +79.8% | +63.2% |
| 5Y | +78.5% | +34.5% | +44.0% | +46.9% |
| 10Y | +523.8% | +359.3% | +164.5% | +328.4% |
| All | +523.8% | +358.8% | +165.0% | +328.4% |
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