+1,426.4%
QQQ vs ACGL
+5,541.0%
-4,114.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.2% |
| 7D | -5.0% | +0.9% | -5.8% | -5.3% |
| 30D | -13.4% | +13.7% | -27.1% | -16.6% |
| 3M | -8.1% | +8.0% | -16.1% | -10.3% |
| 6M | -5.5% | +13.3% | -18.8% | -9.4% |
| YTD | +7.2% | +11.8% | -4.7% | +2.7% |
| 1Y | +7.8% | +22.2% | -14.5% | +0.6% |
| 3Y | +80.7% | +32.5% | +48.3% | +62.0% |
| 5Y | +69.6% | +160.2% | -90.6% | +22.9% |
| 10Y | +517.8% | +338.5% | +179.2% | +273.1% |
| All | +1,426.4% | +5,541.0% | -4,114.5% | +514.7% |
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