-62.8%
QS vs ALC
+21.4%
-84.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.3% | -7.1% |
| 7D | -14.0% | -1.1% | -12.9% | -13.5% |
| 30D | -6.4% | +16.0% | -22.4% | -14.7% |
| 3M | -40.3% | +0.8% | -41.1% | -40.8% |
| 6M | -57.5% | +16.8% | -74.3% | -62.2% |
| YTD | -64.7% | -5.5% | -59.2% | -64.3% |
| 1Y | -72.9% | -5.3% | -67.6% | -72.8% |
| 3Y | -33.5% | +4.1% | -37.5% | -41.6% |
| 5Y | -90.5% | -7.1% | -83.5% | -91.0% |
| All | -62.8% | +21.4% | -84.2% | -75.1% |
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