-71.9%
QS vs ACGL
+21.8%
-93.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +7.6% |
| 7D | +13.7% | -1.1% | +14.8% | +12.2% |
| 30D | -0.2% | +13.1% | -13.4% | +14.4% |
| 3M | -24.8% | +9.8% | -34.6% | -16.6% |
| 6M | -39.4% | +15.3% | -54.7% | -25.8% |
| YTD | -56.1% | +12.7% | -68.9% | -48.8% |
| All | -71.9% | +21.8% | -93.7% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling