-71.3%
QS vs AR
+14.7%
-86.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.3% | +13.8% | +6.6% |
| 7D | +4.5% | -11.1% | +15.6% | +3.0% |
| 30D | -4.1% | +7.9% | -12.0% | -3.4% |
| 3M | -22.1% | +4.9% | -27.0% | -21.7% |
| 6M | -38.4% | -5.3% | -33.1% | -37.5% |
| YTD | -57.5% | +8.6% | -66.1% | -59.0% |
| 1Y | -71.3% | +13.7% | -85.0% | -73.4% |
| All | -71.3% | +14.7% | -86.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling