-36.7%
AUR vs QS
-83.1%
+46.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | +0.2% | -5.0% | +5.1% | +2.1% |
| 30D | -8.9% | -18.3% | +9.4% | -1.2% |
| 3M | +4.6% | -26.0% | +30.6% | +17.1% |
| 6M | +44.9% | -24.0% | +68.9% | +60.3% |
| YTD | +64.8% | -50.3% | +115.1% | +113.2% |
| 1Y | +16.4% | -38.0% | +54.3% | +29.6% |
| 3Y | +85.1% | -24.6% | +109.7% | +50.2% |
| 5Y | -36.1% | -75.4% | +39.3% | -25.4% |
| All | -36.7% | -83.1% | +46.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling