-44.6%
QS vs ALLY
+134.2%
-178.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.3% |
| 7D | -2.3% | +3.7% | -6.0% | -5.1% |
| 30D | -0.7% | -2.3% | +1.5% | +1.0% |
| 3M | -39.6% | +3.8% | -43.5% | -41.4% |
| 6M | -21.7% | +9.7% | -31.4% | -27.6% |
| YTD | -47.4% | -1.4% | -46.0% | -47.2% |
| 1Y | -28.4% | +8.2% | -36.6% | -33.0% |
| 3Y | -22.6% | +66.5% | -89.1% | -51.4% |
| 5Y | -75.6% | +1.2% | -76.8% | -76.9% |
| All | -44.6% | +134.2% | -178.9% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling