-62.0%
ALB vs QID
-76.9%
+14.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.5% |
| 7D | +5.3% | +1.8% | +3.5% | +6.4% |
| 30D | -6.3% | +21.6% | -27.9% | +5.0% |
| 3M | -27.4% | +12.6% | -40.0% | -21.7% |
| 6M | -53.1% | +6.9% | -60.0% | -49.8% |
| YTD | -32.3% | -20.5% | -11.8% | -37.4% |
| 1Y | -7.3% | -18.1% | +10.8% | -12.3% |
| 3Y | -14.9% | -70.7% | +55.8% | -46.4% |
| 5Y | -62.0% | -77.2% | +15.2% | -72.9% |
| All | -62.0% | -76.9% | +14.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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