+432.4%
ACGL vs QSR
+218.5%
+213.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.7% | +2.4% | -3.2% | -1.6% |
| 30D | -1.0% | +7.6% | -8.6% | -3.6% |
| 3M | +11.0% | +12.6% | -1.6% | +6.2% |
| 6M | -0.3% | +14.4% | -14.7% | -5.4% |
| YTD | +2.3% | +19.6% | -17.3% | -4.8% |
| 1Y | +6.4% | +33.9% | -27.5% | -5.2% |
| 3Y | +34.0% | +27.1% | +6.9% | +19.4% |
| 5Y | +161.6% | +48.5% | +113.1% | +117.0% |
| 10Y | +278.6% | +126.2% | +152.4% | +172.3% |
| All | +432.4% | +218.5% | +213.9% | +268.3% |
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