-72.7%
QS vs ACM
-45.8%
-26.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +8.0% | +6.6% | +1.4% | +6.1% |
| 30D | -2.8% | +19.8% | -22.6% | -7.4% |
| 3M | -28.1% | -3.1% | -25.0% | -28.1% |
| 6M | -41.0% | -11.5% | -29.5% | -38.9% |
| YTD | -57.3% | -24.7% | -32.6% | -50.9% |
| 1Y | -72.7% | -45.1% | -27.6% | -64.3% |
| All | -72.7% | -45.8% | -26.9% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling