+439.9%
AG vs QID
-100.0%
+539.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | +4.5% | -2.7% | +7.2% | +3.4% |
| 30D | +12.9% | +1.8% | +11.1% | +13.9% |
| 3M | +20.9% | -2.2% | +23.1% | +22.5% |
| 6M | -19.5% | -32.1% | +12.6% | -27.1% |
| YTD | +24.8% | -28.6% | +53.4% | +16.3% |
| 1Y | +120.2% | -36.3% | +156.6% | +99.9% |
| 3Y | +279.0% | -74.4% | +353.4% | +172.3% |
| 5Y | +67.9% | -80.8% | +148.7% | +23.7% |
| 10Y | +57.5% | -99.1% | +156.6% | -56.2% |
| All | +439.9% | -100.0% | +539.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling