+107.2%
APA vs QS
-71.4%
+178.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.5% | -14.4% | -6.2% |
| 7D | -13.0% | +4.5% | -17.4% | -12.5% |
| 30D | +2.0% | -4.1% | +6.1% | +2.0% |
| 3M | +24.9% | -22.1% | +47.0% | +23.3% |
| 6M | +7.2% | -38.4% | +45.5% | +5.3% |
| YTD | +87.1% | -57.5% | +144.6% | +92.0% |
| 1Y | +107.2% | -71.3% | +178.5% | +109.9% |
| All | +107.2% | -71.4% | +178.6% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling