-47.3%
QS vs AVAV
+71.3%
-118.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.4% | -1.3% | -4.4% |
| 7D | -4.2% | -3.2% | -1.1% | -2.9% |
| 30D | -15.7% | -25.6% | +9.9% | -4.9% |
| 3M | -28.7% | -20.2% | -8.5% | -23.8% |
| 6M | -23.2% | -38.1% | +14.8% | -10.1% |
| YTD | -49.9% | -41.8% | -8.1% | -42.2% |
| 1Y | -38.8% | -39.0% | +0.2% | -30.0% |
| 3Y | -24.0% | +24.1% | -48.1% | -38.3% |
| 5Y | -75.6% | +53.0% | -128.6% | -83.1% |
| All | -47.3% | +71.3% | -118.6% | -75.2% |
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 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