+24.7%
QQQ vs ACGL
+2.4%
+22.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | -0.9% |
| 7D | +1.5% | -2.9% | +4.5% | +0.5% |
| 30D | -0.6% | -2.8% | +2.2% | -1.5% |
| 3M | +0.4% | +6.8% | -6.4% | +2.3% |
| 6M | +20.1% | -1.5% | +21.6% | +20.6% |
| YTD | +17.2% | -0.2% | +17.4% | +18.1% |
| 1Y | +24.7% | +5.3% | +19.4% | +27.4% |
| All | +24.7% | +2.4% | +22.3% | +27.4% |
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