+177.2%
APA vs QSR
+40.6%
+136.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.8% | -4.7% | +5.5% | +2.3% |
| 30D | +9.6% | +4.3% | +5.3% | +7.9% |
| 3M | +18.0% | +5.4% | +12.6% | +15.2% |
| 6M | +41.9% | +8.2% | +33.7% | +36.3% |
| YTD | +86.3% | +14.1% | +72.2% | +75.4% |
| 1Y | +97.9% | +28.1% | +69.8% | +78.1% |
| 3Y | +12.8% | +25.3% | -12.5% | -0.5% |
| 5Y | +177.2% | +40.4% | +136.8% | +148.6% |
| All | +177.2% | +40.6% | +136.6% | +148.6% |
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