-71.3%
QID vs ALLY
+65.3%
-136.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +3.1% |
| 7D | -7.1% | +0.4% | -7.5% | -6.9% |
| 30D | +12.6% | +5.2% | +7.4% | +16.2% |
| 3M | +14.2% | -13.3% | +27.6% | +5.9% |
| 6M | +6.2% | -6.7% | +12.8% | +3.6% |
| YTD | -21.8% | -12.8% | -9.0% | -25.5% |
| 1Y | -23.1% | +0.7% | -23.8% | -20.0% |
| 3Y | -71.3% | +65.2% | -136.5% | -61.3% |
| All | -71.3% | +65.3% | -136.7% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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