-32.7%
ACI vs QSR
+28.6%
-61.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -3.7% | -4.0% | +0.3% | -2.4% |
| 30D | +0.6% | +2.8% | -2.2% | -0.2% |
| 3M | -20.3% | +5.1% | -25.4% | -21.4% |
| 6M | -24.7% | +8.8% | -33.5% | -26.7% |
| YTD | -27.2% | +14.8% | -42.1% | -30.0% |
| 1Y | -32.7% | +25.7% | -58.4% | -34.6% |
| All | -32.7% | +28.6% | -61.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling