-43.5%
QS vs AGI
+265.6%
-309.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | +2.2% | +4.4% | -2.2% | +1.0% |
| 30D | -8.1% | +10.0% | -18.0% | -10.4% |
| 3M | -27.0% | +1.7% | -28.8% | -27.8% |
| 6M | -16.4% | -26.8% | +10.3% | -10.6% |
| YTD | -46.4% | -5.3% | -41.0% | -45.8% |
| 1Y | -41.1% | +11.5% | -52.6% | -42.5% |
| 3Y | -18.6% | +212.9% | -231.6% | -36.6% |
| 5Y | -73.0% | +388.8% | -461.8% | -80.3% |
| All | -43.5% | +265.6% | -309.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling