+240.1%
APA vs QS
-47.4%
+287.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.8% | -5.0% | +5.7% | +1.1% |
| 30D | +9.6% | -18.3% | +27.9% | +11.0% |
| 3M | +18.0% | -26.0% | +44.0% | +19.7% |
| 6M | +41.9% | -24.0% | +65.9% | +42.7% |
| YTD | +86.3% | -50.3% | +136.6% | +93.0% |
| 1Y | +97.9% | -38.0% | +135.8% | +99.1% |
| 3Y | +12.8% | -24.6% | +37.4% | +6.1% |
| 5Y | +177.2% | -75.4% | +252.6% | +169.4% |
| All | +240.1% | -47.4% | +287.5% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling