+9.5%
APD vs QS
-88.7%
+98.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.8% |
| 7D | -3.7% | +5.4% | -9.1% | -4.0% |
| 30D | +9.6% | -5.3% | +14.9% | +9.8% |
| 3M | +1.6% | -22.6% | +24.2% | +3.0% |
| 6M | +2.2% | -46.2% | +48.3% | +5.3% |
| YTD | +25.9% | -58.9% | +84.8% | +31.4% |
| 1Y | +20.1% | -73.1% | +93.2% | +28.8% |
| 3Y | +12.4% | -27.2% | +39.6% | +4.0% |
| All | +9.5% | -88.7% | +98.3% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling