-71.9%
QS vs AS
+8.1%
-80.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +5.4% |
| 7D | +13.7% | +5.8% | +7.8% | +11.1% |
| 30D | -0.2% | +15.4% | -15.6% | -6.1% |
| 3M | -24.8% | -11.9% | -12.9% | -20.5% |
| 6M | -39.4% | -9.9% | -29.5% | -36.8% |
| YTD | -56.1% | -13.1% | -43.0% | -55.1% |
| All | -71.9% | +8.1% | -80.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling