+50.8%
QSR vs ALC
+17.1%
+33.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.4% |
| 7D | -4.7% | -7.7% | +3.0% | -1.7% |
| 30D | +4.3% | -11.7% | +16.0% | +9.4% |
| 3M | +5.4% | +0.7% | +4.8% | +4.9% |
| 6M | +8.2% | -17.1% | +25.2% | +15.6% |
| YTD | +14.1% | -15.1% | +29.3% | +20.5% |
| 1Y | +28.1% | -14.1% | +42.2% | +34.3% |
| 3Y | +25.3% | -18.2% | +43.4% | +30.0% |
| 5Y | +40.4% | -19.2% | +59.6% | +43.8% |
| All | +50.8% | +17.1% | +33.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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