+12.6%
AQST vs SPY
+79.8%
-67.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -6.7% | -2.0% | -4.7% | -4.3% |
| 30D | +13.2% | -1.7% | +14.8% | +15.6% |
| 3M | +25.1% | +4.7% | +20.3% | +17.2% |
| 6M | +18.8% | +12.5% | +6.3% | +1.7% |
| YTD | -22.8% | +11.7% | -34.5% | -33.6% |
| 1Y | +2.3% | +17.5% | -15.2% | -17.8% |
| 3Y | +232.7% | +76.6% | +156.1% | +63.4% |
| 5Y | +12.6% | +82.0% | -69.4% | -46.3% |
| All | +12.6% | +79.8% | -67.1% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling