+96.9%
AU vs QS
-28.5%
+125.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.6% | -2.3% | -1.3% | -3.1% |
| 30D | +23.9% | -0.7% | +24.6% | +24.2% |
| 3M | +19.1% | -39.6% | +58.7% | +31.7% |
| 6M | -0.2% | -21.7% | +21.6% | +4.6% |
| YTD | +32.5% | -47.4% | +79.9% | +46.1% |
| 1Y | +96.9% | -28.4% | +125.3% | +103.9% |
| All | +96.9% | -28.5% | +125.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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