-44.0%
ACN vs QS
-74.8%
+30.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.8% | -1.4% |
| 7D | -6.3% | -4.2% | -2.1% | -6.1% |
| 30D | -1.4% | -15.7% | +14.3% | -0.4% |
| 3M | +2.6% | -28.7% | +31.3% | +4.0% |
| 6M | -14.3% | -23.2% | +8.9% | -14.1% |
| YTD | -33.1% | -49.9% | +16.8% | -30.9% |
| 1Y | -28.8% | -38.8% | +10.0% | -28.8% |
| 3Y | -43.0% | -24.0% | -18.9% | -48.2% |
| 5Y | -44.0% | -75.6% | +31.6% | -47.5% |
| All | -44.0% | -74.8% | +30.8% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling