-43.5%
QS vs ALK
+8.7%
-52.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -8.1% | -18.5% | +10.4% | +3.2% |
| 3M | -27.0% | -3.6% | -23.5% | -27.2% |
| 6M | -16.4% | -3.7% | -12.8% | -17.8% |
| YTD | -46.4% | -19.0% | -27.3% | -41.8% |
| 1Y | -41.1% | -36.0% | -5.1% | -26.9% |
| 3Y | -18.6% | +2.3% | -21.0% | -37.0% |
| 5Y | -73.0% | -27.8% | -45.3% | -72.4% |
| All | -43.5% | +8.7% | -52.2% | -46.2% |
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