+217.8%
AQST vs SPY
+75.5%
+142.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -6.7% | -2.0% | -4.7% | -4.2% |
| 30D | +13.2% | -1.7% | +14.8% | +15.6% |
| 3M | +25.1% | +4.7% | +20.3% | +16.9% |
| 6M | +18.8% | +12.5% | +6.3% | +1.2% |
| YTD | -22.8% | +11.7% | -34.5% | -33.9% |
| 1Y | +2.3% | +17.5% | -15.2% | -18.5% |
| All | +217.8% | +75.5% | +142.3% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling