-44.6%
QS vs ARWR
+104.8%
-149.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -2.3% | +1.7% | -4.0% | -3.0% |
| 30D | -0.7% | -0.7% | -0.1% | -0.4% |
| 3M | -39.6% | +14.9% | -54.5% | -43.3% |
| 6M | -21.7% | +32.6% | -54.3% | -30.6% |
| YTD | -47.4% | +30.0% | -77.5% | -53.4% |
| 1Y | -28.4% | +208.4% | -236.7% | -55.6% |
| 3Y | -22.6% | +208.8% | -231.4% | -58.5% |
| 5Y | -75.6% | +27.8% | -103.4% | -82.8% |
| All | -44.6% | +104.8% | -149.5% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling