+276.3%
ACGL vs QSR
+126.5%
+149.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -2.1% | -2.4% | +0.2% | -1.2% |
| 30D | -2.2% | +5.7% | -7.9% | -4.4% |
| 3M | +6.3% | +6.9% | -0.6% | +3.2% |
| 6M | +0.5% | +6.9% | -6.3% | -2.7% |
| YTD | +0.2% | +14.9% | -14.7% | -6.1% |
| 1Y | +7.3% | +29.1% | -21.8% | -4.7% |
| 3Y | +30.8% | +26.1% | +4.7% | +14.6% |
| 5Y | +155.8% | +42.3% | +113.5% | +108.8% |
| 10Y | +276.3% | +134.0% | +142.4% | +163.4% |
| All | +276.3% | +126.5% | +149.8% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling