-47.3%
QS vs ALC
+12.1%
-59.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.0% |
| 7D | -4.2% | -5.3% | +1.1% | -0.9% |
| 30D | -15.7% | -7.1% | -8.6% | -11.8% |
| 3M | -28.7% | +0.8% | -29.5% | -29.8% |
| 6M | -23.2% | -16.0% | -7.2% | -15.8% |
| YTD | -49.9% | -12.7% | -37.2% | -46.6% |
| 1Y | -38.8% | -12.8% | -26.0% | -35.4% |
| 3Y | -24.0% | -15.8% | -8.2% | -21.2% |
| 5Y | -75.6% | -16.7% | -58.9% | -75.2% |
| All | -47.3% | +12.1% | -59.3% | -62.7% |
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