+42.8%
ALB vs QS
-47.4%
+90.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.9% |
| 7D | -7.6% | -5.0% | -2.7% | -6.9% |
| 30D | -5.6% | -18.3% | +12.7% | -2.6% |
| 3M | -16.8% | -26.0% | +9.2% | -13.6% |
| 6M | -26.3% | -24.0% | -2.3% | -24.3% |
| YTD | -13.2% | -50.3% | +37.1% | -5.0% |
| 1Y | +68.8% | -38.0% | +106.8% | +75.8% |
| 3Y | -30.7% | -24.6% | -6.1% | -34.1% |
| 5Y | -46.3% | -75.4% | +29.2% | -46.1% |
| All | +42.8% | -47.4% | +90.2% | +57.8% |
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