+22.6%
QSR vs ALM
+44.8%
-22.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.5% |
| 7D | +5.2% | -6.4% | +11.6% | +5.2% |
| 30D | +12.2% | -35.0% | +47.2% | +12.3% |
| 3M | +7.0% | -33.8% | +40.9% | +7.3% |
| 6M | -0.3% | -55.0% | +54.7% | +0.1% |
| YTD | +18.0% | -0.2% | +18.2% | +17.1% |
| 1Y | +22.6% | +41.8% | -19.1% | +21.1% |
| All | +22.6% | +44.8% | -22.2% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling