-56.8%
QS vs ALK
+3.9%
-60.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.8% |
| 7D | +5.4% | +9.0% | -3.6% | -0.2% |
| 30D | -5.3% | -1.6% | -3.7% | -4.4% |
| 3M | -22.6% | -23.2% | +0.6% | -10.2% |
| 6M | -46.2% | -3.9% | -42.3% | -46.4% |
| YTD | -58.9% | -22.6% | -36.3% | -54.3% |
| 1Y | -73.1% | -5.3% | -67.8% | -73.8% |
| 3Y | -27.2% | +18.6% | -45.8% | -50.8% |
| 5Y | -86.2% | -34.4% | -51.8% | -85.1% |
| All | -56.8% | +3.9% | -60.7% | -57.8% |
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 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