+7.7%
AS vs QSR
+17.8%
-10.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | +5.8% | +3.9% | +2.0% | +5.1% |
| 30D | +15.4% | +9.3% | +6.1% | +13.6% |
| 3M | -11.9% | +5.9% | -17.7% | -12.7% |
| 6M | -9.9% | -1.0% | -8.9% | -10.6% |
| YTD | -13.1% | +16.7% | -29.8% | -14.7% |
| All | +7.7% | +17.8% | -10.1% | +6.0% |
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