+26.1%
APD vs QS
-74.6%
+100.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -2.5% | +2.2% | -4.7% | -2.6% |
| 30D | -1.9% | -8.1% | +6.2% | -1.4% |
| 3M | +8.2% | -27.0% | +35.3% | +9.9% |
| 6M | +10.7% | -16.4% | +27.2% | +11.0% |
| YTD | +22.9% | -46.4% | +69.3% | +26.4% |
| 1Y | +5.8% | -41.1% | +46.9% | +6.4% |
| 3Y | +7.8% | -18.6% | +26.4% | 0.0% |
| 5Y | +26.1% | -73.0% | +99.2% | +21.4% |
| All | +26.1% | -74.6% | +100.7% | +21.4% |
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