-47.3%
QS vs ACM
+73.4%
-120.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.6% | -4.4% |
| 7D | -4.2% | -3.7% | -0.5% | -1.5% |
| 30D | -15.7% | -12.7% | -3.0% | -8.4% |
| 3M | -28.7% | -9.8% | -18.9% | -25.4% |
| 6M | -23.2% | -31.4% | +8.2% | -0.6% |
| YTD | -49.9% | -32.1% | -17.8% | -35.1% |
| 1Y | -38.8% | -47.8% | +9.0% | +1.4% |
| 3Y | -24.0% | -22.1% | -1.9% | -11.6% |
| 5Y | -75.6% | +1.8% | -77.4% | -75.7% |
| All | -47.3% | +73.4% | -120.7% | -1.8% |
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