-55.1%
QS vs ALC
+21.3%
-76.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.7% |
| 7D | +8.0% | +2.3% | +5.7% | +6.5% |
| 30D | -2.8% | +15.5% | -18.4% | -11.2% |
| 3M | -28.1% | +0.6% | -28.7% | -28.6% |
| 6M | -41.0% | +18.4% | -59.4% | -48.0% |
| YTD | -57.3% | -5.6% | -51.7% | -56.8% |
| 1Y | -72.7% | 0.0% | -72.7% | -73.7% |
| 3Y | -18.6% | +2.8% | -21.5% | -27.9% |
| 5Y | -87.0% | -8.8% | -78.2% | -87.5% |
| All | -55.1% | +21.3% | -76.3% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling