+552.9%
QQQ vs ACM
+131.7%
+421.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -1.3% | -5.9% | +4.6% | +0.8% |
| 30D | -1.4% | -6.2% | +4.8% | +0.4% |
| 3M | +2.3% | -7.9% | +10.2% | +4.2% |
| 6M | +16.9% | -30.6% | +47.5% | +31.0% |
| YTD | +15.6% | -33.3% | +48.9% | +30.6% |
| 1Y | +22.6% | -49.2% | +71.8% | +52.2% |
| 3Y | +93.5% | -23.5% | +117.0% | +104.4% |
| 5Y | +93.9% | +0.9% | +93.0% | +85.3% |
| All | +552.9% | +131.7% | +421.2% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling