+131.7%
AG vs QSR
+33.2%
+98.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.7% |
| 30D | +19.2% | +7.6% | +11.6% | +18.2% |
| 3M | +6.2% | +12.6% | -6.5% | +5.0% |
| 6M | -26.7% | +14.4% | -41.1% | -30.0% |
| YTD | +26.1% | +19.6% | +6.5% | +18.3% |
| 1Y | +131.7% | +33.9% | +97.8% | +93.3% |
| All | +131.7% | +33.2% | +98.4% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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