+1,570.9%
QQQ vs ACGL
+5,058.3%
-3,487.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | -2.8% | +11.0% | -13.9% | -6.1% |
| 6M | +18.0% | -0.3% | +18.3% | +17.3% |
| YTD | +17.3% | +2.3% | +15.0% | +15.5% |
| 1Y | +25.6% | +6.4% | +19.2% | +21.9% |
| 3Y | +93.7% | +34.0% | +59.8% | +72.9% |
| 5Y | +94.2% | +161.6% | -67.5% | +40.4% |
| 10Y | +557.9% | +278.6% | +279.3% | +314.2% |
| All | +1,570.9% | +5,058.3% | -3,487.3% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling