+90.9%
APA vs QSR
+53.9%
+37.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +8.5% | -2.9% | +11.5% | +9.3% |
| 30D | +2.8% | +4.1% | -1.4% | +1.3% |
| 3M | +21.7% | -0.7% | +22.4% | +21.2% |
| 6M | +32.6% | +0.4% | +32.2% | +31.1% |
| YTD | +103.7% | +13.5% | +90.2% | +91.7% |
| 1Y | +101.8% | +11.0% | +90.8% | +91.4% |
| 3Y | +48.1% | +22.0% | +26.1% | +32.3% |
| All | +90.9% | +53.9% | +37.0% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling