+35.1%
APD vs QSR
+23.8%
+11.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.2% |
| 7D | +3.8% | +5.2% | -1.4% | +3.2% |
| 30D | +14.1% | +12.2% | +1.9% | +12.6% |
| 3M | +8.2% | +7.0% | +1.2% | +7.1% |
| 6M | +7.5% | -0.3% | +7.8% | +7.6% |
| YTD | +31.7% | +18.0% | +13.7% | +25.2% |
| 1Y | +35.1% | +22.6% | +12.4% | +27.8% |
| All | +35.1% | +23.8% | +11.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling