-60.8%
QS vs ACI
+39.5%
-100.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -7.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -5.8% | +4.9% | -10.7% | -6.3% |
| 3M | -39.2% | +11.1% | -50.3% | -39.8% |
| 6M | -53.9% | -14.9% | -39.0% | -53.5% |
| YTD | -62.8% | -19.6% | -43.2% | -62.3% |
| 1Y | -73.5% | -22.7% | -50.8% | -73.1% |
| 3Y | -29.1% | -31.2% | +2.2% | -27.6% |
| 5Y | -90.0% | -42.3% | -47.7% | -89.8% |
| All | -60.8% | +39.5% | -100.3% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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