-55.1%
QS vs AR
+751.4%
-806.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.9% |
| 7D | +8.0% | -5.8% | +13.8% | +9.5% |
| 30D | -2.8% | +4.8% | -7.7% | -4.5% |
| 3M | -28.1% | +1.5% | -29.6% | -28.9% |
| 6M | -41.0% | +4.7% | -45.7% | -42.6% |
| YTD | -57.3% | +9.2% | -66.5% | -59.5% |
| 1Y | -72.7% | +11.2% | -83.8% | -74.3% |
| 3Y | -18.6% | +46.2% | -64.9% | -31.6% |
| 5Y | -87.0% | +98.1% | -185.0% | -90.2% |
| All | -55.1% | +751.4% | -806.4% | -71.9% |
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