-3.7%
APA vs QSR
+135.2%
-138.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +4.6% | -4.0% | +8.6% | +7.3% |
| 30D | +11.9% | +2.8% | +9.2% | +9.6% |
| 3M | +22.5% | +5.1% | +17.4% | +17.1% |
| 6M | +37.5% | +8.8% | +28.7% | +26.8% |
| YTD | +87.2% | +14.8% | +72.3% | +66.2% |
| 1Y | +101.4% | +25.7% | +75.7% | +67.3% |
| 3Y | +16.9% | +27.5% | -10.6% | -8.7% |
| 5Y | +178.4% | +41.3% | +137.2% | +94.3% |
| All | -3.7% | +135.2% | -138.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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