+250.3%
AA vs QS
-46.4%
+296.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -3.4% | -3.6% | +0.2% | -3.0% |
| 30D | -5.8% | -17.2% | +11.5% | -3.6% |
| 3M | -29.9% | -27.0% | -2.9% | -27.6% |
| 6M | -27.0% | -24.6% | -2.4% | -25.2% |
| YTD | -8.7% | -49.3% | +40.6% | -2.3% |
| 1Y | +50.6% | -40.3% | +91.0% | +56.1% |
| 3Y | +74.1% | -23.8% | +97.9% | +65.8% |
| 5Y | +2.6% | -75.0% | +77.6% | +0.7% |
| All | +250.3% | -46.4% | +296.6% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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