+365.7%
ALAB vs QS
-2.3%
+367.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.0% | -8.9% | -7.6% |
| 7D | +3.2% | +2.2% | +1.0% | +2.4% |
| 30D | -13.6% | -8.1% | -5.5% | -11.3% |
| 3M | -16.6% | -27.0% | +10.4% | -7.5% |
| 6M | +142.3% | -16.4% | +158.8% | +158.3% |
| YTD | +73.6% | -46.4% | +120.0% | +108.0% |
| 1Y | +33.7% | -41.1% | +74.8% | +50.6% |
| All | +365.7% | -2.3% | +367.9% | +282.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling