-100.0%
QID vs AGI
+438.3%
-538.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | -1.9% | +2.2% | -4.1% | -1.7% |
| 30D | +1.7% | +11.3% | -9.6% | +3.0% |
| 3M | -3.9% | +5.6% | -9.5% | -2.7% |
| 6M | -30.0% | -27.7% | -2.3% | -31.4% |
| YTD | -28.2% | -4.1% | -24.1% | -27.2% |
| 1Y | -35.6% | +13.8% | -49.4% | -33.3% |
| 3Y | -74.3% | +217.0% | -291.3% | -70.0% |
| 5Y | -80.8% | +404.3% | -485.2% | -76.1% |
| 10Y | -99.2% | +400.5% | -499.7% | -98.9% |
| All | -100.0% | +438.3% | -538.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling