+196.8%
AU vs QID
-100.0%
+296.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.8% |
| 7D | +0.6% | -1.9% | +2.6% | +0.2% |
| 30D | +12.3% | +1.7% | +10.6% | +12.9% |
| 3M | +29.4% | -3.9% | +33.3% | +29.5% |
| 6M | +3.2% | -30.0% | +33.2% | -2.8% |
| YTD | +31.8% | -28.2% | +60.0% | +25.4% |
| 1Y | +83.4% | -35.6% | +119.1% | +71.4% |
| 3Y | +623.1% | -74.3% | +697.4% | +470.2% |
| 5Y | +700.5% | -80.8% | +781.3% | +531.8% |
| 10Y | +717.6% | -99.2% | +816.7% | +208.4% |
| All | +196.8% | -100.0% | +296.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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