-99.6%
QID vs ALLY
+95.5%
-195.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | 0.0% |
| 7D | +1.8% | -0.7% | +2.4% | +1.6% |
| 30D | +21.6% | +1.1% | +20.5% | +22.8% |
| 3M | +12.6% | -13.2% | +25.8% | +4.4% |
| 6M | +6.9% | -13.5% | +20.4% | -0.1% |
| YTD | -20.5% | -14.3% | -6.2% | -25.1% |
| 1Y | -18.1% | -1.1% | -16.9% | -15.8% |
| 3Y | -70.7% | +62.0% | -132.7% | -55.2% |
| 5Y | -77.2% | -9.6% | -67.6% | -69.0% |
| 10Y | -99.0% | +176.0% | -275.0% | -96.8% |
| All | -99.6% | +95.5% | -195.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling