-87.6%
QS vs ALC
-10.7%
-76.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +13.7% | +2.1% | +11.6% | +12.1% |
| 30D | -0.2% | +17.2% | -17.4% | -10.6% |
| 3M | -24.8% | +4.6% | -29.5% | -27.5% |
| 6M | -39.4% | +20.1% | -59.5% | -47.9% |
| YTD | -56.1% | -4.2% | -52.0% | -56.0% |
| 1Y | -72.5% | +2.1% | -74.6% | -74.1% |
| 3Y | -16.3% | +4.5% | -20.8% | -30.5% |
| 5Y | -87.6% | -12.3% | -75.2% | -87.5% |
| All | -87.6% | -10.7% | -76.9% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling