-100.0%
QID vs ACM
+230.8%
-330.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.6% |
| 7D | -0.6% | -3.7% | +3.1% | -3.1% |
| 30D | 0.0% | -11.1% | +11.1% | -7.4% |
| 3M | +3.7% | -8.0% | +11.7% | -1.3% |
| 6M | -29.9% | -29.7% | -0.2% | -44.0% |
| YTD | -28.8% | -29.4% | +0.6% | -42.4% |
| 1Y | -37.2% | -46.4% | +9.3% | -57.7% |
| 3Y | -73.7% | -22.3% | -51.4% | -75.0% |
| 5Y | -80.7% | +4.5% | -85.2% | -74.6% |
| 10Y | -99.1% | +127.6% | -226.8% | -97.3% |
| All | -100.0% | +230.8% | -330.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling