-99.7%
QID vs ALM
+3,289.7%
-3,389.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.5% |
| 7D | -11.8% | -4.0% | -7.8% | -11.8% |
| 30D | +14.2% | -30.5% | +44.7% | +14.0% |
| 3M | +8.8% | -46.9% | +55.7% | +8.4% |
| 6M | +1.5% | -65.5% | +67.0% | +1.1% |
| YTD | -23.8% | -13.4% | -10.4% | -23.7% |
| 1Y | -22.0% | +9.8% | -31.8% | -21.8% |
| 3Y | -71.9% | +783.1% | -855.0% | -71.5% |
| 5Y | -77.6% | +378.3% | -455.9% | -77.3% |
| 10Y | -99.1% | +1,942.8% | -2,041.9% | -99.0% |
| All | -99.7% | +3,289.7% | -3,389.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling