+33.4%
AG vs QSR
+23.8%
+9.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.5% | +3.7% | +8.7% |
| 7D | -2.6% | +5.2% | -7.8% | -3.0% |
| 30D | -12.1% | +12.2% | -24.3% | -12.5% |
| 3M | -6.6% | +7.0% | -13.6% | -6.9% |
| 6M | -20.5% | -0.3% | -20.1% | -21.4% |
| YTD | -7.4% | +18.0% | -25.4% | -10.6% |
| 1Y | +33.4% | +22.6% | +10.8% | +31.9% |
| All | +33.4% | +23.8% | +9.6% | +31.9% |
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