+365.7%
ALAB vs QSR
+5.4%
+360.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.6% | -7.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -13.6% | +5.9% | -19.5% | -13.4% |
| 3M | -16.6% | +10.5% | -27.1% | -16.8% |
| 6M | +142.3% | +7.7% | +134.6% | +142.9% |
| YTD | +73.6% | +16.8% | +56.8% | +73.3% |
| 1Y | +33.7% | +30.9% | +2.8% | +29.9% |
| All | +365.7% | +5.4% | +360.3% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling