+131.7%
QSR vs ACM
+131.7%
0.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -4.7% | -5.9% | +1.2% | -2.6% |
| 30D | +4.3% | -6.2% | +10.5% | +6.2% |
| 3M | +5.4% | -7.9% | +13.3% | +7.6% |
| 6M | +8.2% | -30.6% | +38.8% | +21.9% |
| YTD | +14.1% | -33.3% | +47.4% | +30.1% |
| 1Y | +28.1% | -49.2% | +77.3% | +61.0% |
| 3Y | +25.3% | -23.5% | +48.7% | +30.9% |
| 5Y | +40.4% | +0.9% | +39.4% | +28.1% |
| All | +131.7% | +131.7% | 0.0% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling