+536.2%
APH vs QS
-44.4%
+580.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +5.0% | -2.3% | +7.3% | +5.1% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | +13.0% | -39.6% | +52.6% | +16.4% |
| 6M | +25.2% | -21.7% | +46.9% | +26.6% |
| YTD | +22.9% | -47.4% | +70.3% | +27.2% |
| 1Y | +47.8% | -28.4% | +76.2% | +48.9% |
| 3Y | +283.0% | -22.6% | +305.6% | +269.8% |
| 5Y | +349.7% | -75.6% | +425.2% | +339.5% |
| All | +536.2% | -44.4% | +580.6% | +557.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling