-17.4%
AA vs QS
-90.5%
+73.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.7% |
| 7D | +0.5% | -14.0% | +14.5% | +3.6% |
| 30D | -0.6% | -6.4% | +5.8% | +0.4% |
| 3M | -19.7% | -40.3% | +20.6% | -11.1% |
| 6M | -41.6% | -57.5% | +15.9% | -31.6% |
| YTD | -24.6% | -64.7% | +40.0% | -9.2% |
| 1Y | +4.9% | -72.9% | +77.8% | +32.8% |
| 3Y | +66.8% | -33.5% | +100.3% | +49.2% |
| All | -17.4% | -90.5% | +73.1% | +28.7% |
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