-60.8%
QS vs ACGL
+256.3%
-317.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.8% |
| 7D | -5.6% | -1.2% | -4.4% | -5.5% |
| 30D | -5.8% | +12.8% | -18.6% | -6.6% |
| 3M | -39.2% | +12.3% | -51.5% | -39.7% |
| 6M | -53.9% | +15.8% | -69.8% | -54.7% |
| YTD | -62.8% | +13.9% | -76.7% | -63.4% |
| 1Y | -73.5% | +19.0% | -92.5% | -74.2% |
| 3Y | -29.1% | +33.7% | -62.7% | -34.0% |
| 5Y | -90.0% | +173.4% | -263.4% | -93.2% |
| All | -60.8% | +256.3% | -317.1% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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