+226.6%
APA vs QS
-44.4%
+271.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | +0.5% | -2.3% | +2.9% | +0.7% |
| 30D | +23.4% | -0.7% | +24.1% | +23.4% |
| 3M | +12.7% | -39.6% | +52.3% | +15.9% |
| 6M | +39.4% | -21.7% | +61.1% | +40.0% |
| YTD | +79.0% | -47.4% | +126.4% | +84.8% |
| 1Y | +88.8% | -28.4% | +117.2% | +87.7% |
| 3Y | +6.4% | -22.6% | +29.0% | 0.0% |
| 5Y | +153.0% | -75.6% | +228.6% | +145.5% |
| All | +226.6% | -44.4% | +271.0% | +185.8% |
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