+372.4%
AG vs QSR
+206.0%
+166.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.7% |
| 30D | +12.5% | +5.7% | +6.8% | +10.4% |
| 3M | +28.2% | +6.9% | +21.2% | +25.1% |
| 6M | -18.8% | +6.9% | -25.7% | -21.4% |
| YTD | +27.4% | +14.9% | +12.5% | +20.2% |
| 1Y | +132.2% | +29.1% | +103.1% | +110.2% |
| 3Y | +286.9% | +26.1% | +260.7% | +251.6% |
| 5Y | +72.8% | +42.3% | +30.5% | +50.7% |
| 10Y | +74.6% | +134.0% | -59.4% | +24.0% |
| All | +372.4% | +206.0% | +166.4% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling