+133.1%
QSR vs ALM
+2,589.2%
-2,456.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.8% |
| 7D | -4.0% | -11.8% | +7.8% | -3.7% |
| 30D | +2.8% | +7.8% | -5.0% | +2.5% |
| 3M | +5.1% | -9.3% | +14.3% | +5.1% |
| 6M | +8.8% | -30.5% | +39.3% | +9.2% |
| YTD | +14.8% | +75.8% | -61.0% | +11.9% |
| 1Y | +25.7% | +241.2% | -215.5% | +19.7% |
| 3Y | +27.5% | +1,872.6% | -1,845.1% | +12.4% |
| 5Y | +41.3% | +849.6% | -808.3% | +26.4% |
| All | +133.1% | +2,589.2% | -2,456.2% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling