-2.6%
AGG vs QSR
+40.5%
-43.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -4.0% | +3.0% | -0.9% |
| 30D | -1.1% | +2.8% | -3.9% | -1.3% |
| 3M | -1.9% | +5.1% | -7.0% | -2.2% |
| 6M | -1.7% | +8.8% | -10.5% | -2.1% |
| YTD | -1.3% | +14.8% | -16.1% | -2.0% |
| 1Y | -0.7% | +25.7% | -26.5% | -1.9% |
| 3Y | +12.5% | +27.5% | -15.1% | +10.9% |
| All | -2.6% | +40.5% | -43.1% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling