-16.3%
QS vs ARWR
+79.9%
-96.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -15.3% | +22.1% | +11.6% |
| 7D | +13.7% | -17.3% | +31.0% | +19.9% |
| 30D | -0.2% | -21.5% | +21.3% | +7.1% |
| 3M | -24.8% | -43.8% | +19.0% | -10.6% |
| 6M | -39.4% | -32.3% | -7.1% | -32.6% |
| YTD | -56.1% | -25.8% | -30.3% | -53.0% |
| 1Y | -72.5% | +25.5% | -98.0% | -75.5% |
| 3Y | -16.3% | +84.1% | -100.4% | -38.6% |
| All | -16.3% | +79.9% | -96.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling