-64.4%
QID vs AS
+142.2%
-206.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -10.0% | -5.6% |
| 7D | -0.8% | +5.8% | -6.6% | +1.7% |
| 30D | +20.1% | +15.4% | +4.7% | +27.1% |
| 3M | +11.8% | -11.9% | +23.7% | +7.1% |
| 6M | +5.5% | -9.9% | +15.4% | +2.8% |
| YTD | -21.5% | -13.1% | -8.4% | -22.8% |
| 1Y | -22.6% | +9.9% | -32.5% | -16.3% |
| All | -64.4% | +142.2% | -206.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling