+26.5%
ACGL vs QSR
+23.8%
+2.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +1.3% |
| 7D | +8.0% | +5.2% | +2.8% | +6.5% |
| 30D | +17.3% | +12.2% | +5.1% | +14.1% |
| 3M | +11.2% | +7.0% | +4.2% | +9.4% |
| 6M | +18.2% | -0.3% | +18.5% | +17.0% |
| YTD | +15.4% | +18.0% | -2.6% | +11.1% |
| 1Y | +26.5% | +22.6% | +3.9% | +20.4% |
| All | +26.5% | +23.8% | +2.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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