+44.6%
QSR vs ALLY
-0.1%
+44.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.8% |
| 7D | +0.1% | +1.0% | -1.0% | -0.1% |
| 30D | +5.9% | -3.3% | +9.2% | +6.5% |
| 3M | +10.5% | +0.5% | +10.0% | +10.3% |
| 6M | +7.7% | +12.6% | -4.9% | +5.3% |
| YTD | +16.8% | -4.7% | +21.5% | +17.2% |
| 1Y | +30.9% | +5.2% | +25.6% | +28.8% |
| 3Y | +28.2% | +66.5% | -38.3% | +13.2% |
| All | +44.6% | -0.1% | +44.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling