+12.4%
AA vs QS
-74.8%
+87.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.7% | -0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.2% |
| 30D | -1.6% | -15.7% | +14.1% | +1.8% |
| 3M | -29.8% | -28.7% | -1.1% | -25.6% |
| 6M | -16.6% | -23.2% | +6.6% | -13.6% |
| YTD | -4.0% | -49.9% | +45.9% | +7.7% |
| 1Y | +63.5% | -38.8% | +102.3% | +71.1% |
| 3Y | +86.8% | -24.0% | +110.8% | +65.0% |
| 5Y | +12.4% | -75.6% | +88.0% | +20.8% |
| All | +12.4% | -74.8% | +87.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling