-59.6%
ACHR vs QID
-87.1%
+27.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -4.9% |
| 7D | -9.2% | -7.1% | -2.1% | -13.6% |
| 30D | -1.0% | +12.6% | -13.6% | +11.2% |
| 3M | -42.2% | +14.2% | -56.4% | -33.5% |
| 6M | -38.2% | +6.2% | -44.4% | -29.3% |
| YTD | -46.4% | -21.8% | -24.6% | -49.6% |
| 1Y | -49.4% | -23.1% | -26.2% | -52.5% |
| 3Y | -22.5% | -71.3% | +48.8% | -53.9% |
| 5Y | -29.8% | -77.0% | +47.2% | -53.7% |
| All | -59.6% | -87.1% | +27.5% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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