+528.4%
APH vs QS
-43.2%
+571.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +0.2% | +2.2% | -2.0% | +0.1% |
| 30D | -3.3% | -8.1% | +4.7% | -2.8% |
| 3M | +14.0% | -27.0% | +41.1% | +16.1% |
| 6M | +24.4% | -16.4% | +40.9% | +25.4% |
| YTD | +21.4% | -46.4% | +67.8% | +25.5% |
| 1Y | +48.9% | -41.1% | +90.0% | +51.9% |
| 3Y | +290.1% | -18.6% | +308.7% | +275.5% |
| 5Y | +352.8% | -73.0% | +425.9% | +341.7% |
| All | +528.4% | -43.2% | +571.6% | +548.9% |
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