+33.4%
AG vs QS
-71.4%
+104.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +7.5% | +1.6% | +5.5% |
| 7D | -2.6% | +4.5% | -7.1% | -4.5% |
| 30D | -12.1% | -4.1% | -8.0% | -10.5% |
| 3M | -6.6% | -22.1% | +15.5% | +4.4% |
| 6M | -20.5% | -38.4% | +17.9% | -1.8% |
| YTD | -7.4% | -57.5% | +50.0% | +28.3% |
| 1Y | +33.4% | -71.3% | +104.7% | +93.6% |
| All | +33.4% | -71.4% | +104.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling