+74.1%
ALB vs QS
-39.3%
+113.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.6% | +3.8% | -1.4% |
| 7D | -8.6% | -4.2% | -4.4% | -7.7% |
| 30D | -4.0% | -15.7% | +11.6% | -0.6% |
| 3M | -17.4% | -28.7% | +11.3% | -12.1% |
| 6M | -25.4% | -23.2% | -2.1% | -22.9% |
| YTD | -10.5% | -49.9% | +39.4% | +1.1% |
| All | +74.1% | -39.3% | +113.4% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling