-80.8%
QID vs ACM
+4.8%
-85.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -0.3% |
| 7D | -2.7% | -0.3% | -2.5% | -2.9% |
| 30D | +1.8% | -12.9% | +14.7% | -8.8% |
| 3M | -2.2% | -6.4% | +4.2% | -6.8% |
| 6M | -32.1% | -29.2% | -2.9% | -49.0% |
| YTD | -28.6% | -29.9% | +1.4% | -46.2% |
| 1Y | -36.3% | -47.3% | +10.9% | -63.4% |
| 3Y | -74.4% | -19.6% | -54.8% | -74.1% |
| 5Y | -80.8% | +5.5% | -86.3% | -69.8% |
| All | -80.8% | +4.8% | -85.5% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling