-67.5%
AQST vs SPY
+207.5%
-275.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -0.6% | +0.5% | -1.1% | -1.2% |
| 30D | +32.2% | -0.9% | +33.2% | +33.7% |
| 3M | +33.2% | +3.9% | +29.4% | +26.4% |
| 6M | +23.5% | +14.5% | +8.9% | +4.0% |
| YTD | -19.3% | +12.9% | -32.3% | -31.2% |
| 1Y | +4.0% | +19.4% | -15.4% | -17.2% |
| 3Y | +247.3% | +78.5% | +168.9% | +72.2% |
| 5Y | +22.3% | +81.8% | -59.5% | -40.2% |
| All | -67.5% | +207.5% | -275.1% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling