-100.0%
QID vs ACGL
+1,495.3%
-1,595.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -1.7% |
| 7D | -0.6% | -0.7% | +0.1% | -1.2% |
| 30D | 0.0% | -1.0% | +1.0% | -0.9% |
| 3M | +3.7% | +11.0% | -7.3% | +11.5% |
| 6M | -29.9% | -0.3% | -29.5% | -31.0% |
| YTD | -28.8% | +2.3% | -31.0% | -28.7% |
| 1Y | -37.2% | +6.4% | -43.5% | -35.2% |
| 3Y | -73.7% | +34.0% | -107.7% | -65.2% |
| 5Y | -80.7% | +161.6% | -242.4% | -48.1% |
| 10Y | -99.1% | +278.6% | -377.7% | -95.2% |
| All | -100.0% | +1,495.3% | -1,595.3% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling