-60.8%
QS vs ACM
+90.9%
-151.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.7% |
| 7D | -5.6% | +5.1% | -10.7% | -8.9% |
| 30D | -5.8% | +18.7% | -24.5% | -16.7% |
| 3M | -39.2% | +15.5% | -54.6% | -45.7% |
| 6M | -53.9% | +1.2% | -55.1% | -55.8% |
| YTD | -62.8% | -25.2% | -37.5% | -55.0% |
| 1Y | -73.5% | -46.3% | -27.2% | -57.2% |
| 3Y | -29.1% | -9.6% | -19.5% | -26.5% |
| 5Y | -90.0% | +4.4% | -94.4% | -90.5% |
| All | -60.8% | +90.9% | -151.7% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling