-60.8%
QS vs ALM
+539.8%
-600.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.5% | -1.3% | -6.6% |
| 7D | -5.6% | -4.0% | -1.6% | -4.8% |
| 30D | -5.8% | -30.5% | +24.7% | +0.7% |
| 3M | -39.2% | -46.9% | +7.7% | -32.1% |
| 6M | -53.9% | -65.5% | +11.6% | -45.0% |
| YTD | -62.8% | -13.4% | -49.4% | -61.9% |
| 1Y | -73.5% | +9.8% | -83.3% | -74.0% |
| 3Y | -29.1% | +783.1% | -812.2% | -55.0% |
| 5Y | -90.0% | +378.3% | -468.3% | -93.3% |
| All | -60.8% | +539.8% | -600.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling