+134.9%
AS vs QSR
+9.5%
+125.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +6.9% | +7.3% | -0.4% | +5.0% |
| 30D | +16.0% | +11.9% | +4.1% | +12.6% |
| 3M | -12.8% | +7.5% | -20.3% | -14.6% |
| 6M | -15.4% | +2.5% | -17.8% | -16.2% |
| YTD | -15.7% | +17.0% | -32.7% | -19.9% |
| 1Y | +6.1% | +18.1% | -12.1% | +0.2% |
| All | +134.9% | +9.5% | +125.3% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling