+94.3%
AG vs QS
-37.9%
+132.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -5.8% | -5.0% | -0.8% | -4.4% |
| 30D | +6.4% | -18.3% | +24.7% | +13.5% |
| 3M | +28.4% | -26.0% | +54.4% | +39.3% |
| 6M | -24.5% | -24.0% | -0.4% | -17.5% |
| YTD | +21.2% | -50.3% | +71.5% | +42.2% |
| All | +94.3% | -37.9% | +132.2% | +129.3% |
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