-38.8%
QS vs ALC
-14.0%
-24.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.6% |
| 7D | -4.2% | -5.3% | +1.1% | -4.0% |
| 30D | -15.7% | -7.1% | -8.6% | -15.4% |
| 3M | -28.7% | +0.8% | -29.5% | -28.5% |
| 6M | -23.2% | -16.0% | -7.2% | -20.7% |
| YTD | -49.9% | -12.7% | -37.2% | -48.2% |
| 1Y | -38.8% | -12.8% | -26.0% | -31.5% |
| All | -38.8% | -14.0% | -24.8% | -31.5% |
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