+5,435.6%
QLD vs ACM
+233.2%
+5,202.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.2% | -10.6% | -11.3% |
| 7D | -18.6% | +5.1% | -23.6% | -21.2% |
| 30D | -28.3% | +11.5% | -39.8% | -33.5% |
| 3M | -20.4% | -10.5% | -9.9% | -15.9% |
| 6M | -14.3% | -20.4% | +6.1% | -3.4% |
| YTD | +2.8% | -28.9% | +31.6% | +23.4% |
| 1Y | -1.2% | -48.7% | +47.5% | +47.7% |
| 3Y | +135.3% | -12.5% | +147.8% | +143.6% |
| 5Y | +62.6% | +0.5% | +62.0% | +58.0% |
| 10Y | +1,384.3% | +161.2% | +1,223.1% | +602.3% |
| All | +5,435.6% | +233.2% | +5,202.4% | +1,807.0% |
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 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