-43.5%
QS vs ALLY
+126.5%
-170.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +4.6% |
| 7D | +2.2% | +1.0% | +1.2% | +1.2% |
| 30D | -8.1% | -3.3% | -4.8% | -5.8% |
| 3M | -27.0% | +0.5% | -27.5% | -27.3% |
| 6M | -16.4% | +12.6% | -29.0% | -24.3% |
| YTD | -46.4% | -4.7% | -41.7% | -44.8% |
| 1Y | -41.1% | +5.2% | -46.3% | -43.8% |
| 3Y | -18.6% | +66.5% | -85.1% | -49.0% |
| 5Y | -73.0% | +0.2% | -73.3% | -74.2% |
| All | -43.5% | +126.5% | -170.0% | -75.1% |
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