+51.1%
ALLE vs QSR
+32.7%
+18.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.2% | +2.4% | -2.7% | -0.9% |
| 30D | -6.8% | +7.6% | -14.4% | -8.6% |
| 3M | +21.0% | +12.6% | +8.4% | +17.2% |
| 6M | +1.1% | +14.4% | -13.3% | -2.9% |
| YTD | -0.5% | +19.6% | -20.2% | -5.8% |
| 1Y | -7.3% | +33.9% | -41.1% | -15.4% |
| All | +51.1% | +32.7% | +18.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling