-47.3%
QS vs ALM
+1,437.1%
-1,484.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -5.9% |
| 7D | -4.2% | +3.6% | -7.8% | -4.9% |
| 30D | -15.7% | +33.8% | -49.5% | -20.3% |
| 3M | -28.7% | +14.8% | -43.5% | -31.2% |
| 6M | -23.2% | -7.0% | -16.3% | -23.6% |
| YTD | -49.9% | +108.1% | -158.0% | -56.2% |
| 1Y | -38.8% | +313.8% | -352.6% | -51.7% |
| 3Y | -24.0% | +2,227.6% | -2,251.6% | -60.6% |
| 5Y | -75.6% | +956.6% | -1,032.2% | -85.7% |
| All | -47.3% | +1,437.1% | -1,484.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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