+337.4%
AGI vs QSR
+135.2%
+202.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | -4.0% | +1.3% | -2.2% |
| 30D | +7.2% | +2.8% | +4.5% | +6.9% |
| 3M | +4.3% | +5.1% | -0.8% | +3.6% |
| 6M | -27.1% | +8.8% | -35.9% | -28.0% |
| YTD | -6.6% | +14.8% | -21.4% | -8.4% |
| 1Y | +9.5% | +25.7% | -16.2% | +6.2% |
| 3Y | +208.4% | +27.5% | +180.9% | +198.6% |
| 5Y | +401.6% | +41.3% | +360.4% | +378.9% |
| All | +337.4% | +135.2% | +202.2% | +247.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling