+34.5%
QXO vs AVAV
+519.3%
-484.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | +1.4% | -9.2% | -8.0% |
| 30D | -18.1% | -24.3% | +6.2% | -14.7% |
| 3M | -25.8% | -20.1% | -5.6% | -23.8% |
| 6M | -41.7% | -29.4% | -12.3% | -39.5% |
| YTD | -36.2% | -39.3% | +3.2% | -32.8% |
| 1Y | -42.1% | -39.3% | -2.8% | -39.2% |
| 3Y | -46.2% | +29.5% | -75.6% | -50.3% |
| 5Y | -70.7% | +56.3% | -127.0% | -74.9% |
| All | +34.5% | +519.3% | -484.8% | -10.6% |
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 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