-24.7%
ACN vs QS
-28.5%
+3.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.6% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +5.6% | -39.6% | +45.3% | +4.7% |
| 6M | -9.3% | -21.7% | +12.5% | -10.3% |
| YTD | -29.0% | -47.4% | +18.4% | -29.4% |
| 1Y | -24.7% | -28.4% | +3.7% | -23.2% |
| All | -24.7% | -28.5% | +3.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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