-56.8%
QS vs AR
+716.3%
-773.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.3% |
| 7D | +5.4% | -14.3% | +19.7% | +9.5% |
| 30D | -5.3% | +1.4% | -6.7% | -6.1% |
| 3M | -22.6% | +3.4% | -26.0% | -24.0% |
| 6M | -46.2% | -2.1% | -44.1% | -46.7% |
| YTD | -58.9% | +4.7% | -63.6% | -60.6% |
| 1Y | -73.1% | +10.6% | -83.7% | -74.7% |
| 3Y | -27.2% | +24.6% | -51.8% | -36.0% |
| 5Y | -86.2% | +71.9% | -158.1% | -89.2% |
| All | -56.8% | +716.3% | -773.1% | -72.7% |
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