-21.3%
QS vs ACGL
+35.2%
-56.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.1% |
| 7D | -2.3% | -0.7% | -1.6% | -2.5% |
| 30D | -0.7% | -1.0% | +0.3% | -0.9% |
| 3M | -39.6% | +11.0% | -50.7% | -38.0% |
| 6M | -21.7% | -0.3% | -21.4% | -20.8% |
| YTD | -47.4% | +2.3% | -49.7% | -46.6% |
| 1Y | -28.4% | +6.4% | -34.7% | -27.3% |
| All | -21.3% | +35.2% | -56.4% | -21.1% |
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