-21.3%
QS vs ARWR
+197.7%
-219.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -2.3% | +1.7% | -4.0% | -2.9% |
| 30D | -0.7% | -0.7% | -0.1% | -0.5% |
| 3M | -39.6% | +14.9% | -54.5% | -42.6% |
| 6M | -21.7% | +32.6% | -54.3% | -29.1% |
| YTD | -47.4% | +30.0% | -77.5% | -52.3% |
| 1Y | -28.4% | +208.4% | -236.7% | -51.5% |
| All | -21.3% | +197.7% | -219.0% | -53.2% |
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