+358.7%
ALAB vs QSR
+3.0%
+355.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.4% |
| 7D | +0.6% | -4.7% | +5.3% | +0.4% |
| 30D | -8.8% | +4.3% | -13.1% | -8.7% |
| 3M | -14.0% | +5.4% | -19.5% | -14.1% |
| 6M | +144.3% | +8.2% | +136.1% | +143.9% |
| YTD | +71.0% | +14.1% | +56.9% | +70.6% |
| 1Y | +23.5% | +28.1% | -4.6% | +19.8% |
| All | +358.7% | +3.0% | +355.7% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling