-23.1%
ACN vs QSR
+28.6%
-51.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | -1.5% | -4.0% | +2.5% | +1.0% |
| 30D | +2.1% | +2.8% | -0.7% | +0.5% |
| 3M | +11.1% | +5.1% | +6.0% | +8.2% |
| 6M | -6.8% | +8.8% | -15.6% | -11.3% |
| YTD | -30.0% | +14.8% | -44.9% | -34.9% |
| 1Y | -23.1% | +25.7% | -48.9% | -29.1% |
| All | -23.1% | +28.6% | -51.7% | -29.1% |
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 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