-9.0%
AUR vs QID
-21.1%
+12.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -6.1% |
| 7D | -19.8% | +9.8% | -29.6% | -12.2% |
| 30D | -29.0% | +18.9% | -48.0% | -15.6% |
| 3M | -43.6% | +9.6% | -53.2% | -36.5% |
| 6M | -36.6% | -7.8% | -28.8% | -36.0% |
| YTD | +6.3% | -23.3% | +29.6% | -6.4% |
| 1Y | -9.0% | -22.0% | +13.0% | -18.0% |
| All | -9.0% | -21.1% | +12.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling