-53.8%
QS vs AVAV
+54.5%
-108.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.6% | -5.8% | +1.6% |
| 7D | +13.7% | +3.2% | +10.5% | +11.5% |
| 30D | -0.2% | -7.4% | +7.2% | +2.2% |
| 3M | -24.8% | -32.0% | +7.2% | -12.9% |
| 6M | -39.4% | -24.6% | -14.8% | -34.9% |
| YTD | -56.1% | -47.5% | -8.6% | -47.7% |
| 1Y | -72.5% | -61.5% | -11.0% | -62.5% |
| 3Y | -16.3% | +5.5% | -21.8% | -28.0% |
| 5Y | -87.6% | +35.7% | -123.3% | -91.1% |
| All | -53.8% | +54.5% | -108.3% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling