+204.1%
QSR vs ACM
+136.8%
+67.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.4% | -3.7% | +6.2% | +3.9% |
| 30D | +7.6% | -11.1% | +18.7% | +11.6% |
| 3M | +12.6% | -8.0% | +20.6% | +15.0% |
| 6M | +14.4% | -29.7% | +44.0% | +28.4% |
| YTD | +19.6% | -29.4% | +49.0% | +33.6% |
| 1Y | +33.9% | -46.4% | +80.3% | +65.1% |
| 3Y | +27.1% | -22.3% | +49.5% | +32.6% |
| 5Y | +48.5% | +4.5% | +44.1% | +34.6% |
| 10Y | +126.2% | +127.6% | -1.4% | +40.5% |
| All | +204.1% | +136.8% | +67.3% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling