+461.3%
ALB vs QID
-100.0%
+561.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -0.9% |
| 7D | -3.6% | -11.8% | +8.2% | -9.8% |
| 30D | -2.9% | +14.2% | -17.1% | +5.2% |
| 3M | -25.8% | +8.8% | -34.6% | -21.5% |
| 6M | -53.6% | +1.5% | -55.1% | -51.7% |
| YTD | -32.4% | -23.8% | -8.6% | -38.6% |
| 1Y | -13.0% | -22.0% | +9.0% | -19.7% |
| 3Y | -15.0% | -71.9% | +56.9% | -47.3% |
| 5Y | -63.5% | -77.6% | +14.1% | -74.8% |
| 10Y | +34.7% | -99.1% | +133.8% | -77.9% |
| All | +461.3% | -100.0% | +561.3% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling