+27.6%
QSR vs ACM
-22.3%
+49.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.6% |
| 30D | +5.7% | -12.7% | +18.4% | +8.4% |
| 3M | +6.9% | -9.8% | +16.7% | +8.7% |
| 6M | +6.9% | -31.4% | +38.3% | +16.0% |
| YTD | +14.9% | -32.1% | +47.0% | +24.9% |
| 1Y | +29.1% | -47.8% | +76.9% | +48.8% |
| All | +27.6% | -22.3% | +49.9% | +26.3% |
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