-44.6%
QS vs ALC
+15.5%
-60.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.9% |
| 7D | -2.3% | -2.1% | -0.2% | -1.0% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | -39.6% | +5.9% | -45.5% | -42.5% |
| 6M | -21.7% | -15.9% | -5.8% | -13.9% |
| YTD | -47.4% | -10.1% | -37.3% | -45.0% |
| 1Y | -28.4% | -10.2% | -18.1% | -25.7% |
| 3Y | -22.6% | -13.6% | -9.0% | -21.1% |
| 5Y | -75.6% | -15.1% | -60.5% | -75.6% |
| All | -44.6% | +15.5% | -60.1% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling