-75.3%
QS vs AVAV
+39.7%
-115.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -2.3% | -2.2% | -0.1% | -1.4% |
| 30D | -0.7% | -13.9% | +13.2% | +5.8% |
| 3M | -39.6% | -29.2% | -10.4% | -31.6% |
| 6M | -21.7% | -36.1% | +14.4% | -9.1% |
| YTD | -47.4% | -40.2% | -7.2% | -39.8% |
| 1Y | -28.4% | -36.2% | +7.8% | -19.2% |
| 3Y | -22.6% | +47.5% | -70.1% | -44.3% |
| All | -75.3% | +39.7% | -115.0% | -85.4% |
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