-33.5%
QS vs AVAV
-3.9%
-29.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.1% |
| 7D | -14.0% | +4.2% | -18.2% | -15.4% |
| 30D | -6.4% | -2.6% | -3.8% | -6.1% |
| 3M | -40.3% | -38.0% | -2.3% | -28.4% |
| 6M | -57.5% | -27.0% | -30.5% | -53.7% |
| YTD | -64.7% | -51.4% | -13.3% | -56.8% |
| 1Y | -72.9% | -60.2% | -12.7% | -63.6% |
| 3Y | -33.5% | -6.7% | -26.8% | -28.6% |
| All | -33.5% | -3.9% | -29.6% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling