-16.3%
QS vs ALC
+2.4%
-18.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | +13.7% | +2.1% | +11.6% | +12.8% |
| 30D | -0.2% | +17.2% | -17.4% | -6.1% |
| 3M | -24.8% | +4.6% | -29.5% | -26.3% |
| 6M | -39.4% | +20.1% | -59.5% | -44.3% |
| YTD | -56.1% | -4.2% | -52.0% | -55.6% |
| 1Y | -72.5% | +2.1% | -74.6% | -73.2% |
| 3Y | -16.3% | +4.5% | -20.8% | -24.3% |
| All | -16.3% | +2.4% | -18.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling