-38.8%
QS vs ACM
-48.7%
+9.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.6% | -5.3% |
| 7D | -4.2% | -3.7% | -0.5% | -2.7% |
| 30D | -15.7% | -12.7% | -3.0% | -10.8% |
| 3M | -28.7% | -9.8% | -18.9% | -26.2% |
| 6M | -23.2% | -31.4% | +8.2% | -1.4% |
| YTD | -49.9% | -32.1% | -17.8% | -36.0% |
| 1Y | -38.8% | -47.8% | +9.0% | +16.9% |
| All | -38.8% | -48.7% | +9.9% | +16.9% |
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 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