-75.0%
QS vs AGI
+400.3%
-475.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -17.2% | +7.2% | -24.5% | -19.3% |
| 3M | -27.0% | +4.3% | -31.2% | -28.5% |
| 6M | -24.6% | -27.1% | +2.5% | -17.7% |
| YTD | -49.3% | -6.6% | -42.7% | -48.7% |
| 1Y | -40.3% | +9.5% | -49.9% | -42.3% |
| 3Y | -23.8% | +208.4% | -232.3% | -47.6% |
| All | -75.0% | +400.3% | -475.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling