-25.3%
QS vs AGI
+204.0%
-229.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.5% |
| 7D | -5.0% | -5.3% | +0.3% | -3.1% |
| 30D | -18.3% | +6.8% | -25.0% | -20.5% |
| 3M | -26.0% | +8.3% | -34.3% | -28.8% |
| 6M | -24.0% | -29.2% | +5.2% | -15.8% |
| YTD | -50.3% | -7.3% | -43.0% | -49.4% |
| 1Y | -38.0% | +8.0% | -46.0% | -39.6% |
| All | -25.3% | +204.0% | -229.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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