+257.6%
ALAB vs QS
-35.7%
+293.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.5% | -0.8% |
| 7D | +16.3% | -14.0% | +30.3% | +22.4% |
| 30D | -26.1% | -6.4% | -19.8% | -24.3% |
| 3M | -31.3% | -40.3% | +9.0% | -18.4% |
| 6M | -1.0% | -57.5% | +56.5% | +30.8% |
| YTD | +33.3% | -64.7% | +98.0% | +83.9% |
| 1Y | +53.5% | -72.9% | +126.4% | +125.5% |
| All | +257.6% | -35.7% | +293.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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