+262.1%
APH vs QS
-30.4%
+292.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.7% |
| 7D | -5.9% | +5.4% | -11.4% | -6.4% |
| 30D | -14.8% | -5.3% | -9.5% | -14.4% |
| 3M | -12.4% | -22.6% | +10.2% | -10.3% |
| 6M | +8.1% | -46.2% | +54.2% | +13.9% |
| YTD | +10.9% | -58.9% | +69.9% | +18.8% |
| 1Y | +8.8% | -73.1% | +81.9% | +19.6% |
| 3Y | +262.1% | -27.2% | +289.3% | +250.7% |
| All | +262.1% | -30.4% | +292.5% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling