-35.1%
AUR vs QS
-74.9%
+39.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +0.8% |
| 7D | +1.4% | -3.6% | +5.1% | +2.9% |
| 30D | -6.4% | -17.2% | +10.8% | +1.4% |
| 3M | +7.7% | -27.0% | +34.7% | +21.8% |
| 6M | +44.5% | -24.6% | +69.1% | +60.8% |
| YTD | +67.4% | -49.3% | +116.8% | +117.0% |
| 1Y | +15.4% | -40.3% | +55.8% | +30.9% |
| 3Y | +94.8% | -23.8% | +118.7% | +53.1% |
| All | -35.1% | -74.9% | +39.8% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling