+7.1%
QLD vs ALC
+0.5%
+6.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -3.8% | +2.3% | -6.1% | -3.7% |
| 30D | -20.5% | +15.5% | -36.1% | -20.6% |
| 3M | -14.6% | +0.6% | -15.2% | -14.0% |
| 6M | -14.7% | +18.4% | -33.0% | -15.9% |
| YTD | +11.2% | -5.6% | +16.8% | +16.1% |
| 1Y | +7.1% | 0.0% | +7.1% | +10.0% |
| All | +7.1% | +0.5% | +6.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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