+316.5%
AU vs QS
-46.4%
+362.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.3% | -3.6% | -0.6% | -4.1% |
| 30D | +7.3% | -17.2% | +24.6% | +8.0% |
| 3M | +26.3% | -27.0% | +53.3% | +27.6% |
| 6M | +1.8% | -24.6% | +26.3% | +2.7% |
| YTD | +26.8% | -49.3% | +76.1% | +29.1% |
| 1Y | +66.7% | -40.3% | +107.0% | +69.1% |
| 3Y | +579.1% | -23.8% | +602.9% | +579.4% |
| 5Y | +689.3% | -75.0% | +764.3% | +684.8% |
| All | +316.5% | -46.4% | +362.9% | +284.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling