-42.5%
ALB vs QS
-74.6%
+32.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | -4.4% | +2.2% | -6.6% | -4.9% |
| 30D | -1.2% | -8.1% | +6.9% | +0.8% |
| 3M | -13.3% | -27.0% | +13.7% | -7.6% |
| 6M | -19.8% | -16.4% | -3.3% | -18.4% |
| YTD | -7.9% | -46.4% | +38.4% | +4.3% |
| 1Y | +60.2% | -41.1% | +101.2% | +71.1% |
| 3Y | -26.4% | -18.6% | -7.8% | -36.9% |
| 5Y | -42.5% | -73.0% | +30.5% | -43.1% |
| All | -42.5% | -74.6% | +32.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling