-99.1%
QID vs ACM
+131.7%
-230.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.1% |
| 7D | +2.7% | -5.9% | +8.6% | -1.4% |
| 30D | +3.3% | -6.2% | +9.5% | -0.9% |
| 3M | -5.5% | -7.9% | +2.4% | -10.2% |
| 6M | -28.4% | -30.6% | +2.2% | -43.8% |
| YTD | -26.6% | -33.3% | +6.7% | -43.4% |
| 1Y | -34.1% | -49.2% | +15.1% | -58.0% |
| 3Y | -73.7% | -23.5% | -50.2% | -75.1% |
| 5Y | -80.7% | +0.9% | -81.6% | -74.9% |
| All | -99.1% | +131.7% | -230.8% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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