+6,843.8%
QLD vs ACM
+230.8%
+6,613.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -3.7% | +4.3% | +3.2% |
| 30D | -0.1% | -11.1% | +11.0% | +6.6% |
| 3M | -8.4% | -8.0% | -0.4% | -5.1% |
| 6M | +32.2% | -29.7% | +61.9% | +63.0% |
| YTD | +28.9% | -29.4% | +58.3% | +56.4% |
| 1Y | +43.8% | -46.4% | +90.3% | +109.5% |
| 3Y | +176.6% | -22.3% | +198.9% | +212.1% |
| 5Y | +121.6% | +4.5% | +117.1% | +110.3% |
| 10Y | +1,652.9% | +127.6% | +1,525.3% | +813.2% |
| All | +6,843.8% | +230.8% | +6,613.0% | +2,316.6% |
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