+67.3%
AU vs Q
+75.4%
-8.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.7% |
| 7D | -7.0% | +4.1% | -11.1% | -8.3% |
| 30D | +7.3% | -10.7% | +18.0% | +11.2% |
| 3M | +33.2% | -11.7% | +44.9% | +34.9% |
| 6M | -0.6% | +8.3% | -9.0% | -7.2% |
| YTD | +26.2% | +51.3% | -25.2% | +13.3% |
| All | +67.3% | +75.4% | -8.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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