+44.9%
AUR vs QID
-28.4%
+73.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -0.5% |
| 7D | +0.2% | +2.7% | -2.6% | +2.8% |
| 30D | -8.9% | +3.3% | -12.2% | -5.3% |
| 3M | +4.6% | -5.5% | +10.2% | +3.3% |
| 6M | +44.9% | -28.4% | +73.3% | +12.1% |
| All | +44.9% | -28.4% | +73.2% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling