-73.5%
QS vs ACGL
+21.3%
-94.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -5.0% | -1.4% | -3.6% | -6.2% |
| 30D | -1.4% | +12.4% | -13.8% | +11.8% |
| 3M | -33.6% | +11.1% | -44.7% | -25.4% |
| 6M | -47.6% | +16.3% | -63.9% | -35.2% |
| YTD | -59.6% | +13.8% | -73.4% | -52.4% |
| 1Y | -73.5% | +20.4% | -94.0% | -67.3% |
| All | -73.5% | +21.3% | -94.8% | -67.3% |
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