+1,271.0%
APH vs QSR
+218.5%
+1,052.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +2.4% | +2.5% | +4.1% |
| 30D | -3.9% | +7.6% | -11.5% | -6.5% |
| 3M | +13.0% | +12.6% | +0.3% | +7.6% |
| 6M | +25.2% | +14.4% | +10.8% | +18.1% |
| YTD | +22.9% | +19.6% | +3.3% | +13.4% |
| 1Y | +47.8% | +33.9% | +14.0% | +29.9% |
| 3Y | +283.0% | +27.1% | +255.9% | +236.7% |
| 5Y | +349.7% | +48.5% | +301.1% | +267.3% |
| 10Y | +1,061.2% | +126.2% | +935.0% | +681.5% |
| All | +1,271.0% | +218.5% | +1,052.5% | +731.8% |
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