+502.2%
APH vs QS
-62.6%
+564.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.4% | -1.4% |
| 7D | +4.9% | -14.0% | +18.9% | +6.0% |
| 30D | -5.4% | -6.4% | +1.0% | -5.0% |
| 3M | -5.5% | -40.3% | +34.8% | -2.2% |
| 6M | +25.9% | -57.5% | +83.4% | +32.7% |
| YTD | +16.4% | -64.7% | +81.0% | +23.6% |
| 1Y | +16.5% | -72.9% | +89.4% | +25.5% |
| 3Y | +270.9% | -33.5% | +304.3% | +263.2% |
| 5Y | +289.5% | -90.5% | +380.0% | +293.5% |
| All | +502.2% | -62.6% | +564.8% | +539.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling