+12.6%
ALB vs QS
-57.3%
+69.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.0% |
| 7D | +1.1% | -5.0% | +6.0% | +1.7% |
| 30D | -2.6% | -1.4% | -1.2% | -2.6% |
| 3M | -25.6% | -33.6% | +8.0% | -20.9% |
| 6M | -54.0% | -47.6% | -6.5% | -49.8% |
| YTD | -31.6% | -59.6% | +28.0% | -22.8% |
| 1Y | -6.6% | -73.5% | +67.0% | +12.0% |
| 3Y | -14.0% | -23.0% | +9.0% | -17.9% |
| 5Y | -62.5% | -89.4% | +26.9% | -60.2% |
| All | +12.6% | -57.3% | +69.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling