-70.2%
AQST vs SPY
+206.8%
-277.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -5.3% |
| 7D | -10.5% | -0.8% | -9.7% | -9.6% |
| 30D | +13.0% | -1.1% | +14.1% | +14.4% |
| 3M | +13.5% | +3.9% | +9.7% | +7.7% |
| 6M | +11.9% | +13.6% | -1.7% | -4.8% |
| YTD | -26.0% | +12.7% | -38.7% | -36.7% |
| 1Y | -3.4% | +17.5% | -20.9% | -21.6% |
| 3Y | +204.5% | +76.9% | +127.6% | +52.5% |
| 5Y | +7.9% | +83.6% | -75.7% | -47.9% |
| All | -70.2% | +206.8% | -277.1% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling