+142.9%
QQQM vs AVAV
+68.7%
+74.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +6.2% | +18.4% | -12.2% | +3.9% |
| 30D | -7.4% | -4.9% | -2.5% | -7.1% |
| 3M | -4.8% | -37.7% | +32.9% | +0.3% |
| 6M | -2.4% | -28.4% | +26.0% | -0.1% |
| YTD | +12.4% | -50.0% | +62.5% | +18.4% |
| 1Y | +11.4% | -62.6% | +74.0% | +21.6% |
| 3Y | +85.4% | -0.6% | +86.0% | +69.5% |
| 5Y | +80.3% | +31.9% | +48.4% | +52.2% |
| All | +142.9% | +68.7% | +74.2% | +93.6% |
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