-35.7%
AUR vs QS
-82.8%
+47.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +0.8% |
| 7D | +1.4% | -3.6% | +5.1% | +2.8% |
| 30D | -6.4% | -17.2% | +10.8% | +1.0% |
| 3M | +7.7% | -27.0% | +34.7% | +21.2% |
| 6M | +44.5% | -24.6% | +69.1% | +60.3% |
| YTD | +67.4% | -49.3% | +116.8% | +114.9% |
| 1Y | +15.4% | -40.3% | +55.8% | +30.7% |
| 3Y | +94.8% | -23.8% | +118.7% | +57.5% |
| 5Y | -35.1% | -75.0% | +39.8% | -24.8% |
| All | -35.7% | -82.8% | +47.1% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling