+492.5%
ACGL vs QSR
+207.3%
+285.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -0.6% |
| 30D | +12.4% | +7.8% | +4.6% | +9.4% |
| 3M | +11.1% | +5.5% | +5.6% | +8.9% |
| 6M | +16.3% | -0.2% | +16.6% | +16.1% |
| YTD | +13.8% | +15.4% | -1.6% | +7.2% |
| 1Y | +20.4% | +15.3% | +5.1% | +13.4% |
| 3Y | +33.6% | +23.7% | +9.9% | +20.3% |
| 5Y | +176.8% | +60.4% | +116.5% | +122.9% |
| 10Y | +324.6% | +142.2% | +182.4% | +205.1% |
| All | +492.5% | +207.3% | +285.2% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling