+47.7%
ALB vs QS
-44.4%
+92.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | -8.1% | -2.3% | -5.7% | -7.7% |
| 30D | +6.3% | -0.7% | +7.0% | +6.2% |
| 3M | -23.6% | -39.6% | +16.1% | -18.0% |
| 6M | -24.6% | -21.7% | -2.9% | -22.9% |
| YTD | -10.3% | -47.4% | +37.1% | -2.6% |
| 1Y | +61.5% | -28.4% | +89.8% | +64.1% |
| 3Y | -34.0% | -22.6% | -11.4% | -37.6% |
| 5Y | -44.6% | -75.6% | +31.0% | -44.8% |
| All | +47.7% | -44.4% | +92.1% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling