+8.1%
APH vs QS
-41.2%
+49.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.2% |
| 7D | -5.9% | +5.4% | -11.4% | -6.9% |
| 30D | -14.8% | -5.3% | -9.5% | -13.8% |
| 3M | -12.4% | -22.6% | +10.2% | -7.4% |
| 6M | +8.1% | -46.2% | +54.2% | +23.3% |
| All | +8.1% | -41.2% | +49.3% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling