+22.1%
QSR vs ACM
-9.6%
+31.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.9% | +5.1% | -9.0% | -4.9% |
| 30D | +5.9% | +18.7% | -12.8% | +2.2% |
| 3M | +1.7% | +15.5% | -13.8% | -1.5% |
| 6M | -1.9% | +1.2% | -3.1% | -2.8% |
| YTD | +13.6% | -25.2% | +38.9% | +21.0% |
| 1Y | +13.1% | -46.3% | +59.4% | +30.8% |
| All | +22.1% | -9.6% | +31.7% | +13.7% |
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 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