-55.1%
QS vs ARWR
+16.3%
-71.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +8.0% | -17.7% | +25.7% | +15.2% |
| 30D | -2.8% | -21.9% | +19.1% | +5.7% |
| 3M | -28.1% | -44.5% | +16.4% | -11.6% |
| 6M | -41.0% | -32.6% | -8.4% | -33.2% |
| YTD | -57.3% | -26.2% | -31.1% | -53.8% |
| 1Y | -72.7% | +23.0% | -95.6% | -76.3% |
| 3Y | -18.6% | +81.8% | -100.4% | -47.2% |
| 5Y | -87.0% | -36.0% | -51.0% | -88.5% |
| All | -55.1% | +16.3% | -71.3% | -80.1% |
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