+0.3%
AG vs QS
-90.5%
+90.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.7% | -1.5% |
| 7D | -10.0% | -14.0% | +4.1% | -7.5% |
| 30D | -10.5% | -6.4% | -4.1% | -9.4% |
| 3M | -27.3% | -40.3% | +13.0% | -20.4% |
| 6M | -43.0% | -57.5% | +14.5% | -34.2% |
| YTD | -17.9% | -64.7% | +46.8% | -3.1% |
| 1Y | +11.9% | -72.9% | +84.8% | +36.8% |
| 3Y | +201.8% | -33.5% | +235.3% | +190.8% |
| All | +0.3% | -90.5% | +90.8% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling