+184.7%
AAPL vs QS
-43.2%
+228.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | +1.0% | -8.1% | +9.1% | +1.4% |
| 3M | +5.0% | -27.0% | +32.0% | +6.5% |
| 6M | +23.0% | -16.4% | +39.5% | +23.5% |
| YTD | +16.6% | -46.4% | +63.0% | +19.8% |
| 1Y | +33.4% | -41.1% | +74.5% | +35.1% |
| 3Y | +79.9% | -18.6% | +98.5% | +71.5% |
| 5Y | +109.0% | -73.0% | +182.1% | +101.7% |
| All | +184.7% | -43.2% | +228.0% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling