-46.7%
QS vs AZO
+139.9%
-186.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -3.6% | -3.6% | -0.1% | -3.6% |
| 30D | -17.2% | -5.6% | -11.7% | -17.2% |
| 3M | -27.0% | -6.6% | -20.3% | -26.9% |
| 6M | -24.6% | -22.5% | -2.1% | -24.2% |
| YTD | -49.3% | -15.2% | -34.2% | -49.0% |
| 1Y | -40.3% | -33.9% | -6.4% | -39.6% |
| 3Y | -23.8% | +11.8% | -35.6% | -28.7% |
| 5Y | -75.0% | +85.5% | -160.5% | -74.2% |
| All | -46.7% | +139.9% | -186.6% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling