+175.6%
APA vs QS
-74.8%
+250.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.6% | +9.6% | +3.6% |
| 7D | +0.3% | -4.2% | +4.5% | +0.7% |
| 30D | +9.3% | -15.7% | +25.0% | +10.9% |
| 3M | +23.3% | -28.7% | +52.0% | +26.2% |
| 6M | +39.5% | -23.2% | +62.7% | +40.3% |
| YTD | +87.6% | -49.9% | +137.5% | +97.2% |
| 1Y | +114.2% | -38.8% | +153.0% | +115.6% |
| 3Y | +13.6% | -24.0% | +37.6% | +1.8% |
| 5Y | +175.6% | -75.6% | +251.2% | +174.3% |
| All | +175.6% | -74.8% | +250.4% | +174.3% |
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