-37.2%
QID vs ALM
+318.3%
-355.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.6% |
| 7D | -0.6% | -2.6% | +2.0% | -1.1% |
| 30D | 0.0% | +32.0% | -32.0% | +5.3% |
| 3M | +3.7% | -15.0% | +18.8% | +4.8% |
| 6M | -29.9% | -10.1% | -19.7% | -26.9% |
| YTD | -28.8% | +99.4% | -128.2% | -20.5% |
| 1Y | -37.2% | +316.4% | -353.5% | -26.2% |
| All | -37.2% | +318.3% | -355.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling