-0.7%
QXO vs AVAV
+459.6%
-460.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.3% | -2.2% | +1.0% | -0.9% |
| 30D | -16.0% | -13.9% | -2.1% | -14.2% |
| 3M | -17.7% | -29.2% | +11.5% | -14.1% |
| 6M | -42.6% | -36.1% | -6.5% | -39.6% |
| YTD | -30.8% | -40.2% | +9.4% | -27.0% |
| 1Y | -35.3% | -36.2% | +0.9% | -32.6% |
| 3Y | -46.3% | +47.5% | -93.8% | -51.7% |
| 5Y | -69.2% | +39.3% | -108.4% | -73.2% |
| 10Y | +62.1% | +482.6% | -420.4% | +8.3% |
| All | -0.7% | +459.6% | -460.2% | -38.3% |
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