+24.5%
ALAB vs QSR
+23.8%
+0.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -1.5% |
| 7D | -24.9% | +5.2% | -30.1% | -22.5% |
| 30D | -38.4% | +12.2% | -50.6% | -34.3% |
| 3M | -38.3% | +7.0% | -45.3% | -35.2% |
| 6M | +10.9% | -0.3% | +11.2% | +18.7% |
| YTD | +34.2% | +18.0% | +16.2% | +48.0% |
| 1Y | +24.5% | +22.6% | +1.9% | +35.6% |
| All | +24.5% | +23.8% | +0.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling