-43.5%
QS vs AR
+784.2%
-827.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | -8.1% | +12.6% | -20.6% | -11.0% |
| 3M | -27.0% | +10.0% | -37.0% | -29.4% |
| 6M | -16.4% | +0.6% | -17.1% | -17.8% |
| YTD | -46.4% | +13.4% | -59.8% | -49.3% |
| 1Y | -41.1% | +21.7% | -62.8% | -45.6% |
| 3Y | -18.6% | +45.8% | -64.5% | -31.2% |
| 5Y | -73.0% | +144.3% | -217.3% | -80.7% |
| All | -43.5% | +784.2% | -827.7% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling