+140.9%
QSR vs ACM
+132.6%
+8.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -2.9% | +5.6% | -8.6% | -5.0% |
| 30D | +4.1% | +20.8% | -16.7% | -3.2% |
| 3M | -0.7% | +11.4% | -12.1% | -5.1% |
| 6M | +0.4% | +0.9% | -0.5% | -1.3% |
| YTD | +13.5% | -24.8% | +38.3% | +24.3% |
| 1Y | +11.0% | -46.4% | +57.4% | +38.9% |
| 3Y | +22.0% | -9.2% | +31.2% | +19.1% |
| 5Y | +57.1% | +5.0% | +52.1% | +40.7% |
| All | +140.9% | +132.6% | +8.3% | +47.7% |
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