+229.8%
ALLE vs QSR
+218.5%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.2% | +2.4% | -2.7% | -1.1% |
| 30D | -6.8% | +7.6% | -14.4% | -9.4% |
| 3M | +21.0% | +12.6% | +8.4% | +15.5% |
| 6M | +1.1% | +14.4% | -13.3% | -4.5% |
| YTD | -0.5% | +19.6% | -20.2% | -7.9% |
| 1Y | -7.3% | +33.9% | -41.1% | -18.0% |
| 3Y | +42.3% | +27.1% | +15.1% | +26.4% |
| 5Y | +13.5% | +48.5% | -35.1% | -6.0% |
| 10Y | +144.0% | +126.2% | +17.8% | +66.8% |
| All | +229.8% | +218.5% | +11.3% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling