-74.9%
QID vs ALLY
-9.5%
-65.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -3.6% |
| 7D | +9.4% | +0.9% | +8.5% | +10.2% |
| 30D | +31.2% | +3.1% | +28.2% | +34.2% |
| 3M | +17.4% | -12.6% | +30.0% | +8.0% |
| 6M | +8.4% | -12.4% | +20.9% | +0.9% |
| YTD | -15.8% | -13.2% | -2.6% | -20.9% |
| 1Y | -16.3% | +1.8% | -18.2% | -12.1% |
| 3Y | -70.4% | +58.0% | -128.4% | -51.6% |
| All | -74.9% | -9.5% | -65.4% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling