-87.6%
QS vs ACM
+3.6%
-91.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +2.4% |
| 7D | +13.7% | +6.9% | +6.8% | +7.9% |
| 30D | -0.2% | +19.1% | -19.3% | -13.4% |
| 3M | -24.8% | -6.9% | -17.9% | -21.5% |
| 6M | -39.4% | -12.0% | -27.4% | -35.2% |
| YTD | -56.1% | -25.1% | -31.0% | -45.5% |
| 1Y | -72.5% | -45.4% | -27.1% | -52.2% |
| 3Y | -16.3% | -6.9% | -9.4% | -21.2% |
| 5Y | -87.6% | +3.7% | -91.3% | -90.1% |
| All | -87.6% | +3.6% | -91.1% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling