-27.2%
QS vs ALK
+16.0%
-43.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +5.4% | +9.0% | -3.6% | +1.5% |
| 30D | -5.3% | -1.6% | -3.7% | -4.7% |
| 3M | -22.6% | -23.2% | +0.6% | -14.1% |
| 6M | -46.2% | -3.9% | -42.3% | -46.1% |
| YTD | -58.9% | -22.6% | -36.3% | -55.5% |
| 1Y | -73.1% | -5.3% | -67.8% | -73.2% |
| 3Y | -27.2% | +18.6% | -45.8% | -42.2% |
| All | -27.2% | +16.0% | -43.2% | -42.2% |
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 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