+169.3%
APD vs QSR
+133.7%
+35.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -3.5% | -4.7% | +1.2% | -2.0% |
| 30D | -5.1% | +4.3% | -9.4% | -6.4% |
| 3M | +6.9% | +5.4% | +1.4% | +4.7% |
| 6M | +8.1% | +8.2% | -0.1% | +4.6% |
| YTD | +21.2% | +14.1% | +7.1% | +15.0% |
| 1Y | +4.9% | +28.1% | -23.2% | -4.4% |
| 3Y | +6.3% | +25.3% | -19.0% | -3.7% |
| 5Y | +24.3% | +40.4% | -16.1% | +7.2% |
| All | +169.3% | +133.7% | +35.5% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling