+1,437.1%
AU vs QSR
+205.8%
+1,231.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -3.6% |
| 30D | +7.3% | +2.8% | +4.6% | +6.9% |
| 3M | +26.3% | +5.1% | +21.2% | +25.2% |
| 6M | +1.8% | +8.8% | -7.0% | +0.1% |
| YTD | +26.8% | +14.8% | +12.0% | +23.5% |
| 1Y | +66.7% | +25.7% | +41.0% | +59.7% |
| 3Y | +579.1% | +27.5% | +551.5% | +547.7% |
| 5Y | +689.3% | +41.3% | +648.1% | +639.0% |
| 10Y | +686.6% | +133.8% | +552.8% | +562.1% |
| All | +1,437.1% | +205.8% | +1,231.3% | +1,177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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