-44.6%
QS vs AR
+791.6%
-836.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.3% | +2.5% | -4.8% | -3.0% |
| 30D | -0.7% | +14.8% | -15.5% | -4.4% |
| 3M | -39.6% | +6.2% | -45.9% | -40.9% |
| 6M | -21.7% | +4.3% | -26.0% | -23.8% |
| YTD | -47.4% | +14.4% | -61.8% | -50.4% |
| 1Y | -28.4% | +21.3% | -49.7% | -33.8% |
| 3Y | -22.6% | +39.8% | -62.4% | -33.8% |
| 5Y | -75.6% | +142.1% | -217.7% | -82.4% |
| All | -44.6% | +791.6% | -836.3% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling