-60.8%
QID vs AS
+133.7%
-194.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.3% | +15.0% | +11.8% |
| 7D | +20.2% | +7.1% | +13.1% | +23.5% |
| 30D | +35.3% | +12.8% | +22.5% | +41.9% |
| 3M | +21.3% | -14.7% | +36.1% | +14.7% |
| 6M | +6.7% | -9.9% | +16.7% | +4.1% |
| YTD | -13.6% | -16.1% | +2.6% | -16.2% |
| 1Y | -11.0% | +0.2% | -11.1% | -7.1% |
| All | -60.8% | +133.7% | -194.5% | -43.1% |
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