-38.6%
QS vs AS
+134.9%
-173.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.0% |
| 7D | +5.4% | +6.9% | -1.5% | +3.0% |
| 30D | -5.3% | +16.0% | -21.3% | -10.2% |
| 3M | -22.6% | -12.8% | -9.8% | -19.1% |
| 6M | -46.2% | -15.4% | -30.8% | -43.2% |
| YTD | -58.9% | -15.7% | -43.2% | -56.9% |
| 1Y | -73.1% | +6.1% | -79.1% | -73.8% |
| All | -38.6% | +134.9% | -173.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling