+22.0%
QSR vs ALM
+909.2%
-887.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.2% |
| 7D | -2.9% | +1.2% | -4.2% | -3.0% |
| 30D | +4.1% | -19.3% | +23.5% | +4.4% |
| 3M | -0.7% | -40.6% | +40.0% | +0.1% |
| 6M | +0.4% | -57.9% | +58.4% | +1.6% |
| YTD | +13.5% | -6.7% | +20.2% | +12.3% |
| 1Y | +11.0% | +20.2% | -9.2% | +9.0% |
| 3Y | +22.0% | +879.4% | -857.5% | +16.7% |
| All | +22.0% | +909.2% | -887.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling