-88.6%
QS vs AVAV
+18.1%
-106.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.5% | -6.3% | -0.4% |
| 7D | +5.4% | -10.6% | +16.0% | +10.0% |
| 30D | -5.3% | -18.8% | +13.5% | +2.8% |
| 3M | -22.6% | -34.1% | +11.5% | -8.2% |
| 6M | -46.2% | -35.3% | -10.8% | -37.9% |
| YTD | -58.9% | -53.4% | -5.5% | -48.1% |
| 1Y | -73.1% | -65.6% | -7.4% | -60.7% |
| 3Y | -27.2% | -5.1% | -22.1% | -36.8% |
| All | -88.6% | +18.1% | -106.8% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling