-21.7%
AS vs QSR
+29.1%
-50.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -22.1% | +5.9% | -28.1% | -22.6% |
| 3M | -15.3% | +10.5% | -25.8% | -16.2% |
| 6M | -15.6% | +7.7% | -23.3% | -16.8% |
| YTD | -23.2% | +16.8% | -40.0% | -24.8% |
| 1Y | -21.7% | +30.9% | -52.6% | -23.0% |
| All | -21.7% | +29.1% | -50.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling