-22.0%
QID vs AGI
-1.1%
-20.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | +1.3% |
| 7D | +9.8% | -5.3% | +15.1% | +8.5% |
| 30D | +18.9% | -7.1% | +26.1% | +17.2% |
| 3M | +9.6% | +4.4% | +5.2% | +12.3% |
| 6M | -7.8% | -23.0% | +15.2% | -11.6% |
| YTD | -23.3% | -22.0% | -1.3% | -23.8% |
| 1Y | -22.0% | +0.3% | -22.3% | -8.4% |
| All | -22.0% | -1.1% | -20.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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