-61.8%
QID vs AS
+134.9%
-196.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.4% |
| 7D | +9.4% | +6.9% | +2.5% | +12.4% |
| 30D | +31.2% | +16.0% | +15.2% | +39.1% |
| 3M | +17.4% | -12.8% | +30.3% | +12.0% |
| 6M | +8.4% | -15.4% | +23.8% | +3.0% |
| YTD | -15.8% | -15.7% | 0.0% | -18.1% |
| 1Y | -16.3% | +6.1% | -22.4% | -10.8% |
| All | -61.8% | +134.9% | -196.6% | -44.5% |
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