+248.5%
ALAB vs QS
-22.2%
+270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | -7.5% | +8.0% | -15.5% | -9.5% |
| 30D | -36.8% | -2.8% | -34.0% | -36.0% |
| 3M | -31.9% | -28.1% | -3.7% | -23.9% |
| 6M | +8.2% | -41.0% | +49.2% | +29.0% |
| YTD | +29.9% | -57.3% | +87.2% | +68.4% |
| 1Y | +24.4% | -72.7% | +97.1% | +79.3% |
| All | +248.5% | -22.2% | +270.7% | +209.6% |
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