+69.8%
QQQ vs ACGL
+159.2%
-89.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.9% |
| 7D | -5.0% | +0.9% | -5.8% | -5.1% |
| 30D | -13.4% | +13.7% | -27.1% | -15.3% |
| 3M | -8.1% | +8.0% | -16.1% | -9.4% |
| 6M | -5.5% | +13.3% | -18.8% | -8.0% |
| YTD | +7.2% | +11.8% | -4.7% | +4.3% |
| 1Y | +7.8% | +22.2% | -14.5% | +2.5% |
| 3Y | +80.7% | +32.5% | +48.3% | +64.4% |
| All | +69.8% | +159.2% | -89.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling