+12.3%
QQQ vs ACGL
+28.7%
-16.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +2.0% |
| 7D | -4.6% | +8.0% | -12.6% | -1.7% |
| 30D | -8.5% | +17.3% | -25.8% | -2.7% |
| 3M | -4.3% | +11.2% | -15.5% | -0.1% |
| 6M | +3.1% | +18.2% | -15.1% | +10.7% |
| YTD | +13.0% | +15.4% | -2.4% | +20.8% |
| 1Y | +12.3% | +26.5% | -14.3% | +23.3% |
| All | +12.3% | +28.7% | -16.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling