+16.4%
APA vs QSR
+25.0%
-8.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.8% | -4.7% | +5.5% | +1.8% |
| 30D | +9.6% | +4.3% | +5.3% | +8.4% |
| 3M | +18.0% | +5.4% | +12.6% | +16.0% |
| 6M | +41.9% | +8.2% | +33.7% | +37.6% |
| YTD | +86.3% | +14.1% | +72.2% | +77.8% |
| 1Y | +97.9% | +28.1% | +69.8% | +83.0% |
| All | +16.4% | +25.0% | -8.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling