-47.7%
QS vs AZO
+140.3%
-188.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -5.0% | -2.9% | -2.0% | -4.9% |
| 30D | -18.3% | -5.3% | -13.0% | -18.2% |
| 3M | -26.0% | -7.3% | -18.7% | -25.9% |
| 6M | -24.0% | -22.7% | -1.4% | -23.6% |
| YTD | -50.3% | -15.0% | -35.2% | -50.0% |
| 1Y | -38.0% | -32.2% | -5.7% | -37.3% |
| 3Y | -24.6% | +10.0% | -34.6% | -29.3% |
| 5Y | -75.4% | +85.8% | -161.3% | -74.7% |
| All | -47.7% | +140.3% | -188.0% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling