-18.6%
QS vs ALM
+2,327.9%
-2,346.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.8% | -6.8% | +0.5% |
| 7D | +2.2% | +8.4% | -6.2% | +0.8% |
| 30D | -8.1% | +34.8% | -42.9% | -12.7% |
| 3M | -27.0% | +16.2% | -43.3% | -29.5% |
| 6M | -16.4% | +2.1% | -18.6% | -18.0% |
| YTD | -46.4% | +117.0% | -163.4% | -51.3% |
| 1Y | -41.1% | +313.9% | -354.9% | -49.0% |
| 3Y | -18.6% | +2,327.9% | -2,346.6% | -39.9% |
| All | -18.6% | +2,327.9% | -2,346.6% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling