-90.9%
QS vs ACGL
+173.3%
-264.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.2% |
| 7D | -14.0% | +2.2% | -16.2% | -14.1% |
| 30D | -6.4% | +12.3% | -18.7% | -6.7% |
| 3M | -40.3% | +11.8% | -52.1% | -40.5% |
| 6M | -57.5% | +17.5% | -75.0% | -57.9% |
| YTD | -64.7% | +14.3% | -79.0% | -65.1% |
| 1Y | -72.9% | +18.2% | -91.0% | -73.4% |
| 3Y | -33.5% | +33.2% | -66.6% | -37.8% |
| All | -90.9% | +173.3% | -264.2% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling