-33.5%
QS vs ALLE
+94.0%
-127.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.8% |
| 7D | -14.0% | +3.6% | -17.6% | -15.8% |
| 30D | -6.4% | +25.9% | -32.2% | -18.9% |
| 3M | -40.3% | +15.8% | -56.0% | -45.5% |
| 6M | -57.5% | +48.1% | -105.6% | -67.6% |
| YTD | -64.7% | +22.0% | -86.6% | -69.1% |
| 1Y | -72.9% | +18.0% | -90.9% | -75.7% |
| 3Y | -33.5% | +93.1% | -126.5% | -68.2% |
| All | -33.5% | +94.0% | -127.4% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling