+73.2%
AG vs QS
-43.2%
+116.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.2% |
| 7D | +4.5% | +2.2% | +2.3% | +4.3% |
| 30D | +12.9% | -8.1% | +20.9% | +13.8% |
| 3M | +20.9% | -27.0% | +48.0% | +24.2% |
| 6M | -19.5% | -16.4% | -3.1% | -18.1% |
| YTD | +24.8% | -46.4% | +71.1% | +31.4% |
| 1Y | +120.2% | -41.1% | +161.3% | +128.3% |
| 3Y | +279.0% | -18.6% | +297.6% | +268.7% |
| 5Y | +67.9% | -73.0% | +141.0% | +66.8% |
| All | +73.2% | -43.2% | +116.4% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling