+204.1%
QSR vs ALM
+1,184.4%
-980.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +2.4% | -2.6% | +5.0% | +2.5% |
| 30D | +7.6% | +32.0% | -24.4% | +7.0% |
| 3M | +12.6% | -15.0% | +27.7% | +12.8% |
| 6M | +14.4% | -10.1% | +24.5% | +14.1% |
| YTD | +19.6% | +99.4% | -79.8% | +17.2% |
| 1Y | +33.9% | +316.4% | -282.5% | +28.9% |
| 3Y | +27.1% | +2,022.0% | -1,994.9% | +16.8% |
| 5Y | +48.5% | +941.2% | -892.6% | +37.6% |
| 10Y | +126.2% | +2,950.3% | -2,824.1% | +108.7% |
| All | +204.1% | +1,184.4% | -980.3% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling