-55.1%
QS vs ALLY
+103.7%
-158.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -0.9% |
| 7D | +8.0% | -0.7% | +8.7% | +8.7% |
| 30D | -2.8% | +1.1% | -4.0% | -3.5% |
| 3M | -28.1% | -13.2% | -14.9% | -19.7% |
| 6M | -41.0% | -13.5% | -27.5% | -34.1% |
| YTD | -57.3% | -14.3% | -43.0% | -52.2% |
| 1Y | -72.7% | -1.1% | -71.5% | -72.7% |
| 3Y | -18.6% | +62.0% | -80.7% | -48.0% |
| 5Y | -87.0% | -9.6% | -77.3% | -86.5% |
| All | -55.1% | +103.7% | -158.7% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling