-16.3%
QS vs ACM
-7.9%
-8.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.5% |
| 7D | +13.7% | +6.9% | +6.8% | +9.3% |
| 30D | -0.2% | +19.1% | -19.3% | -10.2% |
| 3M | -24.8% | -6.9% | -17.9% | -22.0% |
| 6M | -39.4% | -12.0% | -27.4% | -35.4% |
| YTD | -56.1% | -25.1% | -31.0% | -46.5% |
| 1Y | -72.5% | -45.4% | -27.1% | -54.8% |
| 3Y | -16.3% | -6.9% | -9.4% | -14.8% |
| All | -16.3% | -7.9% | -8.4% | -14.8% |
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 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