+257.6%
ALAB vs QSR
+2.4%
+255.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +16.3% | -2.9% | +19.3% | +15.8% |
| 30D | -26.1% | +4.1% | -30.3% | -25.6% |
| 3M | -31.3% | -0.7% | -30.6% | -30.9% |
| 6M | -1.0% | +0.4% | -1.5% | 0.0% |
| YTD | +33.3% | +13.5% | +19.8% | +33.7% |
| 1Y | +53.5% | +11.0% | +42.6% | +54.1% |
| All | +257.6% | +2.4% | +255.2% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling