-41.1%
QS vs ALK
-35.5%
-5.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -8.1% | -18.5% | +10.4% | -0.2% |
| 3M | -27.0% | -3.6% | -23.5% | -27.0% |
| 6M | -16.4% | -3.7% | -12.8% | -17.9% |
| YTD | -46.4% | -19.0% | -27.3% | -43.0% |
| 1Y | -41.1% | -36.0% | -5.1% | -36.9% |
| All | -41.1% | -35.5% | -5.6% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling