-73.0%
QS vs ARWR
+29.5%
-102.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.6% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | -8.1% | -2.9% | -5.2% | -7.0% |
| 3M | -27.0% | +15.2% | -42.3% | -32.1% |
| 6M | -16.4% | +42.3% | -58.7% | -28.9% |
| YTD | -46.4% | +28.2% | -74.6% | -52.8% |
| 1Y | -41.1% | +213.2% | -254.3% | -65.4% |
| 3Y | -18.6% | +184.6% | -203.3% | -58.2% |
| 5Y | -73.0% | +29.2% | -102.3% | -79.8% |
| All | -73.0% | +29.5% | -102.6% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling