+62.6%
QLD vs ACM
+1.8%
+60.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.2% | -10.6% | -11.1% |
| 7D | -18.6% | +5.1% | -23.6% | -21.5% |
| 30D | -28.3% | +11.5% | -39.8% | -34.2% |
| 3M | -20.4% | -10.5% | -9.9% | -14.7% |
| 6M | -14.3% | -20.4% | +6.1% | -0.1% |
| YTD | +2.8% | -28.9% | +31.6% | +29.5% |
| 1Y | -1.2% | -48.7% | +47.5% | +71.2% |
| 3Y | +135.3% | -12.5% | +147.8% | +118.4% |
| 5Y | +62.6% | +0.5% | +62.0% | +27.9% |
| All | +62.6% | +1.8% | +60.8% | +27.9% |
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