+7.8%
APD vs QSR
+28.6%
-20.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -1.9% | +5.9% | -7.8% | -3.3% |
| 3M | +8.2% | +10.5% | -2.2% | +5.4% |
| 6M | +10.7% | +7.7% | +3.0% | +8.2% |
| YTD | +22.9% | +16.8% | +6.1% | +17.1% |
| 1Y | +5.8% | +30.9% | -25.1% | -2.4% |
| 3Y | +7.8% | +28.2% | -20.4% | +2.1% |
| All | +7.8% | +28.6% | -20.9% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling