+1,137.3%
APH vs QSR
+211.4%
+925.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.5% |
| 7D | -5.9% | +7.3% | -13.2% | -8.4% |
| 30D | -14.8% | +11.9% | -26.7% | -18.5% |
| 3M | -12.4% | +7.5% | -19.9% | -15.3% |
| 6M | +8.1% | +2.5% | +5.6% | +5.8% |
| YTD | +10.9% | +17.0% | -6.0% | +2.6% |
| 1Y | +8.8% | +18.1% | -9.3% | 0.0% |
| 3Y | +262.1% | +28.6% | +233.4% | +215.0% |
| 5Y | +283.1% | +55.8% | +227.4% | +205.5% |
| 10Y | +908.1% | +140.5% | +767.6% | +564.8% |
| All | +1,137.3% | +211.4% | +925.9% | +652.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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