+93.1%
ACN vs QSR
+135.2%
-42.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | -1.5% | -4.0% | +2.5% | +0.1% |
| 30D | +2.1% | +2.8% | -0.7% | +1.0% |
| 3M | +11.1% | +5.1% | +6.0% | +9.2% |
| 6M | -6.8% | +8.8% | -15.6% | -9.8% |
| YTD | -30.0% | +14.8% | -44.9% | -33.7% |
| 1Y | -23.1% | +25.7% | -48.9% | -29.7% |
| 3Y | -40.4% | +27.5% | -67.9% | -46.6% |
| 5Y | -41.6% | +41.3% | -82.8% | -50.1% |
| All | +93.1% | +135.2% | -42.1% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling