-16.8%
AVGO vs QS
-42.0%
+25.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.4% | -3.4% |
| 7D | +18.2% | -14.0% | +32.2% | +22.1% |
| 30D | +0.2% | -6.4% | +6.6% | +2.1% |
| 3M | -16.8% | -40.3% | +23.5% | -5.5% |
| All | -16.8% | -42.0% | +25.3% | -5.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling