-18.6%
QS vs ACM
-19.8%
+1.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -8.1% | -12.9% | +4.9% | -0.4% |
| 3M | -27.0% | -6.4% | -20.7% | -25.8% |
| 6M | -16.4% | -29.2% | +12.8% | +6.7% |
| YTD | -46.4% | -29.9% | -16.4% | -31.5% |
| 1Y | -41.1% | -47.3% | +6.2% | +1.4% |
| 3Y | -18.6% | -19.6% | +1.0% | -11.5% |
| All | -18.6% | -19.8% | +1.2% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling