-28.4%
QS vs ALLE
-5.8%
-22.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -0.7% | -6.8% | +6.1% | +1.3% |
| 3M | -39.6% | +21.0% | -60.7% | -44.2% |
| 6M | -21.7% | +1.1% | -22.8% | -19.9% |
| YTD | -47.4% | -0.5% | -46.9% | -45.8% |
| 1Y | -28.4% | -7.3% | -21.1% | -19.4% |
| All | -28.4% | -5.8% | -22.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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