-36.7%
AUR vs QID
-85.3%
+48.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -0.5% |
| 7D | +0.2% | +2.7% | -2.6% | +2.7% |
| 30D | -8.9% | +3.3% | -12.2% | -5.4% |
| 3M | +4.6% | -5.5% | +10.2% | +3.7% |
| 6M | +44.9% | -28.4% | +73.3% | +16.7% |
| YTD | +64.8% | -26.6% | +91.4% | +38.2% |
| 1Y | +16.4% | -34.1% | +50.5% | -9.1% |
| 3Y | +85.1% | -73.7% | +158.8% | -11.8% |
| 5Y | -36.1% | -80.7% | +44.5% | -59.4% |
| All | -36.7% | -85.3% | +48.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling