+1,351.8%
QLD vs ACM
+155.0%
+1,196.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | +5.4% | -15.6% | -13.4% |
| 30D | -26.1% | +15.1% | -41.2% | -33.0% |
| 3M | -17.8% | -10.5% | -7.3% | -12.9% |
| 6M | -15.6% | -19.7% | +4.1% | -4.9% |
| YTD | +5.4% | -28.8% | +34.2% | +27.4% |
| 1Y | +5.2% | -47.9% | +53.1% | +58.7% |
| 3Y | +139.4% | -12.4% | +151.8% | +146.0% |
| 5Y | +66.7% | +0.6% | +66.1% | +60.3% |
| All | +1,351.8% | +155.0% | +1,196.8% | +757.0% |
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