-43.5%
ACN vs QSR
+40.6%
-84.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -7.9% | -4.7% | -3.2% | -5.7% |
| 30D | -1.1% | +4.3% | -5.4% | -3.1% |
| 3M | +5.6% | +5.4% | +0.2% | +3.2% |
| 6M | -9.9% | +8.2% | -18.1% | -13.2% |
| YTD | -32.3% | +14.1% | -46.5% | -36.4% |
| 1Y | -25.3% | +28.1% | -53.4% | -33.5% |
| 3Y | -42.3% | +25.3% | -67.5% | -49.5% |
| 5Y | -43.5% | +40.4% | -83.9% | -56.3% |
| All | -43.5% | +40.6% | -84.1% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling