+215.9%
APO vs QS
-44.4%
+260.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | +3.5% | -0.7% | +4.2% | +3.4% |
| 3M | +4.5% | -39.6% | +44.2% | +8.5% |
| 6M | +22.8% | -21.7% | +44.5% | +24.2% |
| YTD | -6.5% | -47.4% | +40.9% | -2.4% |
| 1Y | +0.8% | -28.4% | +29.2% | +1.3% |
| 3Y | +62.0% | -22.6% | +84.6% | +53.5% |
| 5Y | +138.2% | -75.6% | +213.8% | +130.8% |
| All | +215.9% | -44.4% | +260.2% | +220.6% |
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