+332.9%
AU vs QS
-47.0%
+379.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.3% | +0.9% |
| 7D | +0.6% | -4.2% | +4.9% | +0.8% |
| 30D | +12.3% | -15.7% | +28.0% | +13.0% |
| 3M | +29.4% | -28.7% | +58.0% | +30.7% |
| 6M | +3.2% | -23.2% | +26.5% | +4.1% |
| YTD | +31.8% | -49.9% | +81.7% | +34.2% |
| 1Y | +83.4% | -38.8% | +122.2% | +86.0% |
| 3Y | +623.1% | -24.0% | +647.1% | +623.7% |
| 5Y | +700.5% | -75.6% | +776.1% | +696.1% |
| All | +332.9% | -47.0% | +379.9% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling