+384.5%
ALAB vs QS
-8.7%
+393.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.6% | +10.7% | +6.2% |
| 7D | +9.6% | -4.2% | +13.9% | +11.0% |
| 30D | -5.3% | -15.7% | +10.4% | -0.1% |
| 3M | -12.0% | -28.7% | +16.6% | -1.7% |
| 6M | +145.7% | -23.2% | +169.0% | +168.6% |
| YTD | +80.7% | -49.9% | +130.6% | +121.0% |
| 1Y | +40.1% | -38.8% | +78.9% | +57.0% |
| All | +384.5% | -8.7% | +393.2% | +306.3% |
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