-53.8%
QS vs ALK
+11.3%
-65.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +2.5% |
| 7D | +13.7% | +8.9% | +4.8% | +8.1% |
| 30D | -0.2% | +5.9% | -6.2% | -3.6% |
| 3M | -24.8% | -16.5% | -8.3% | -16.9% |
| 6M | -39.4% | +2.1% | -41.5% | -41.8% |
| YTD | -56.1% | -17.1% | -39.0% | -53.1% |
| 1Y | -72.5% | -2.9% | -69.6% | -73.6% |
| 3Y | -16.3% | +24.5% | -40.8% | -44.7% |
| 5Y | -87.6% | -29.1% | -58.4% | -87.2% |
| All | -53.8% | +11.3% | -65.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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