+40.4%
QSR vs ALM
+856.4%
-816.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.5% |
| 7D | -4.7% | -7.1% | +2.4% | -4.6% |
| 30D | +4.3% | +24.7% | -20.4% | +3.9% |
| 3M | +5.4% | +8.3% | -2.9% | +5.1% |
| 6M | +8.2% | -22.2% | +30.3% | +8.3% |
| YTD | +14.1% | +88.1% | -74.0% | +11.7% |
| 1Y | +28.1% | +272.4% | -244.3% | +23.2% |
| 3Y | +25.3% | +2,004.1% | -1,978.9% | +13.6% |
| 5Y | +40.4% | +915.8% | -875.4% | +28.6% |
| All | +40.4% | +856.4% | -816.0% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling