+176.1%
QLD vs ACM
-21.7%
+197.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +2.7% |
| 30D | -0.1% | -11.1% | +11.0% | +6.0% |
| 3M | -8.4% | -8.0% | -0.4% | -5.2% |
| 6M | +32.2% | -29.7% | +61.9% | +62.8% |
| YTD | +28.9% | -29.4% | +58.3% | +55.6% |
| 1Y | +43.8% | -46.4% | +90.3% | +114.2% |
| All | +176.1% | -21.7% | +197.8% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling