-44.6%
QS vs ALK
+12.2%
-56.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | -0.4% |
| 7D | -2.3% | -0.7% | -1.7% | -2.0% |
| 30D | -0.7% | -19.2% | +18.5% | +12.0% |
| 3M | -39.6% | -1.5% | -38.1% | -40.5% |
| 6M | -21.7% | -13.1% | -8.7% | -18.1% |
| YTD | -47.4% | -16.4% | -31.0% | -44.0% |
| 1Y | -28.4% | -33.1% | +4.7% | -13.4% |
| 3Y | -22.6% | +0.6% | -23.2% | -38.8% |
| 5Y | -75.6% | -26.4% | -49.2% | -75.3% |
| All | -44.6% | +12.2% | -56.8% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling