+136.0%
APO vs QS
-74.8%
+210.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.4% |
| 7D | -1.0% | -4.2% | +3.2% | -0.4% |
| 30D | -0.4% | -15.7% | +15.3% | +2.1% |
| 3M | -0.9% | -28.7% | +27.8% | +3.3% |
| 6M | +22.1% | -23.2% | +45.4% | +24.7% |
| YTD | -8.4% | -49.9% | +41.5% | -0.7% |
| 1Y | -0.9% | -38.8% | +37.9% | +1.7% |
| 3Y | +56.1% | -24.0% | +80.2% | +37.0% |
| 5Y | +136.0% | -75.6% | +211.6% | +126.1% |
| All | +136.0% | -74.8% | +210.8% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling