+53.1%
AA vs QSR
+211.0%
-157.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +3.3% | +5.9% | -2.6% | -0.5% |
| 3M | -29.4% | +10.5% | -39.9% | -34.0% |
| 6M | -12.8% | +7.7% | -20.5% | -18.1% |
| YTD | -2.1% | +16.8% | -18.9% | -13.1% |
| 1Y | +62.8% | +30.9% | +31.9% | +33.8% |
| 3Y | +90.5% | +28.2% | +62.3% | +56.7% |
| 5Y | +19.1% | +45.0% | -25.9% | -10.0% |
| 10Y | +124.8% | +127.3% | -2.5% | +25.6% |
| All | +53.1% | +211.0% | -157.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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