+27.3%
APD vs QS
-62.6%
+90.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.3% |
| 7D | +3.8% | -14.0% | +17.9% | +4.3% |
| 30D | +8.2% | -6.4% | +14.6% | +8.4% |
| 3M | +4.3% | -40.3% | +44.5% | +5.9% |
| 6M | +4.7% | -57.5% | +62.2% | +7.2% |
| YTD | +31.5% | -64.7% | +96.2% | +35.2% |
| 1Y | +23.5% | -72.9% | +96.4% | +28.0% |
| 3Y | +29.1% | -33.5% | +62.6% | +25.9% |
| 5Y | +15.9% | -90.5% | +106.4% | +14.3% |
| All | +27.3% | -62.6% | +90.0% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling