+282.7%
AG vs QID
-73.9%
+356.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.3% |
| 7D | -0.1% | -1.9% | +1.8% | -1.2% |
| 30D | +12.5% | +1.7% | +10.7% | +13.8% |
| 3M | +28.2% | -3.9% | +32.1% | +28.8% |
| 6M | -18.8% | -30.0% | +11.2% | -28.0% |
| YTD | +27.4% | -28.2% | +55.6% | +15.7% |
| 1Y | +132.2% | -35.6% | +167.8% | +104.9% |
| All | +282.7% | -73.9% | +356.6% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling