-99.1%
QID vs ACM
+132.6%
-231.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +3.0% |
| 7D | -7.1% | +5.6% | -12.8% | -3.2% |
| 30D | +12.6% | +20.8% | -8.2% | +29.3% |
| 3M | +14.2% | +11.4% | +2.8% | +24.2% |
| 6M | +6.2% | +0.9% | +5.2% | +8.2% |
| YTD | -21.8% | -24.8% | +3.0% | -34.9% |
| 1Y | -23.1% | -46.4% | +23.3% | -50.7% |
| 3Y | -71.3% | -9.2% | -62.1% | -69.5% |
| 5Y | -77.0% | +5.0% | -82.0% | -68.8% |
| All | -99.1% | +132.6% | -231.7% | -97.1% |
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