-97.3%
QID vs ALC
+24.0%
-121.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -2.1% |
| 7D | -0.6% | -2.1% | +1.5% | -2.3% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +3.7% | +5.9% | -2.2% | +8.4% |
| 6M | -29.9% | -15.9% | -13.9% | -39.7% |
| YTD | -28.8% | -10.1% | -18.7% | -34.8% |
| 1Y | -37.2% | -10.2% | -27.0% | -42.3% |
| 3Y | -73.7% | -13.6% | -60.2% | -74.5% |
| 5Y | -80.7% | -15.1% | -65.6% | -77.8% |
| All | -97.3% | +24.0% | -121.4% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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