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  • QID vs ALM✓SelectedUSD · ALMQID vs ALM performance historyLatest closeAs of+0.49%09/09
Stock and ETF performance explorer

QID vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-99.2%
ALM return
+3,082.3%
Excess return
-3,181.4%
Maximum drawdown
-99.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+0.5%-4.1%+4.6%+0.2%
7D-1.9%+3.6%-5.5%-1.7%
30D+1.7%+33.8%-32.1%+3.8%
3M-3.9%+14.8%-18.7%-2.1%
6M-30.0%-7.0%-23.0%-28.7%
YTD-28.2%+108.1%-136.3%-23.7%
1Y-35.6%+313.8%-349.4%-28.7%
3Y-74.3%+2,227.6%-2,301.9%-68.3%
5Y-80.8%+956.6%-1,037.5%-76.8%
10Y-99.2%+3,082.3%-3,181.4%-98.9%
All-99.2%+3,082.3%-3,181.4%-98.9%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling