-27.2%
QS vs ACGL
+31.5%
-58.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +3.2% |
| 7D | +5.4% | +0.9% | +4.6% | +5.7% |
| 30D | -5.3% | +13.7% | -19.0% | -1.4% |
| 3M | -22.6% | +8.0% | -30.7% | -20.5% |
| 6M | -46.2% | +13.3% | -59.4% | -43.5% |
| YTD | -58.9% | +11.8% | -70.8% | -57.0% |
| 1Y | -73.1% | +22.2% | -95.3% | -71.7% |
| 3Y | -27.2% | +32.5% | -59.7% | -14.9% |
| All | -27.2% | +31.5% | -58.7% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling