+202.6%
APD vs QSR
+218.5%
-16.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.2% | +2.4% | -4.7% | -3.0% |
| 30D | +2.1% | +7.6% | -5.5% | -0.4% |
| 3M | +7.2% | +12.6% | -5.5% | +2.8% |
| 6M | +11.2% | +14.4% | -3.1% | +5.8% |
| YTD | +24.4% | +19.6% | +4.8% | +16.3% |
| 1Y | +6.7% | +33.9% | -27.2% | -4.0% |
| 3Y | +9.2% | +27.1% | -17.9% | -1.3% |
| 5Y | +27.4% | +48.5% | -21.2% | +8.3% |
| 10Y | +164.8% | +126.2% | +38.6% | +89.9% |
| All | +202.6% | +218.5% | -16.0% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling