+20.9%
AGG vs QSR
+205.8%
-184.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -4.0% | +3.0% | -1.0% |
| 30D | -1.1% | +2.8% | -3.9% | -1.2% |
| 3M | -1.9% | +5.1% | -7.0% | -2.1% |
| 6M | -1.7% | +8.8% | -10.5% | -2.0% |
| YTD | -1.3% | +14.8% | -16.1% | -1.7% |
| 1Y | -0.7% | +25.7% | -26.5% | -1.4% |
| 3Y | +12.5% | +27.5% | -15.1% | +11.6% |
| 5Y | -2.5% | +41.3% | -43.7% | -3.6% |
| 10Y | +14.2% | +133.8% | -119.6% | +11.3% |
| All | +20.9% | +205.8% | -184.8% | +18.7% |
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 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