-21.3%
QS vs ALK
+4.2%
-25.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | -0.1% |
| 7D | -2.3% | -0.7% | -1.7% | -2.1% |
| 30D | -0.7% | -19.2% | +18.5% | +8.5% |
| 3M | -39.6% | -1.5% | -38.1% | -40.1% |
| 6M | -21.7% | -13.1% | -8.7% | -19.0% |
| YTD | -47.4% | -16.4% | -31.0% | -44.7% |
| 1Y | -28.4% | -33.1% | +4.7% | -18.0% |
| All | -21.3% | +4.2% | -25.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling