+24.0%
APD vs QS
-25.8%
+49.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.6% |
| 7D | -3.7% | +5.4% | -9.1% | -3.8% |
| 30D | +9.6% | -5.3% | +14.9% | +9.7% |
| 3M | +1.6% | -22.6% | +24.2% | +2.3% |
| 6M | +2.2% | -46.2% | +48.3% | +3.8% |
| YTD | +25.9% | -58.9% | +84.8% | +28.8% |
| 1Y | +20.1% | -73.1% | +93.2% | +24.9% |
| All | +24.0% | -25.8% | +49.8% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling