+400.4%
ALAB vs QS
-4.2%
+404.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.6% |
| 7D | +7.2% | -2.3% | +9.5% | +8.1% |
| 30D | -2.5% | -0.7% | -1.8% | -2.6% |
| 3M | -13.3% | -39.6% | +26.3% | +1.9% |
| 6M | +172.8% | -21.7% | +194.5% | +196.5% |
| YTD | +86.6% | -47.4% | +134.0% | +125.1% |
| 1Y | +65.2% | -28.4% | +93.5% | +77.0% |
| All | +400.4% | -4.2% | +404.6% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling