+96.2%
QQQ vs ACM
-19.8%
+116.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -0.6% | -12.9% | +12.3% | +3.1% |
| 3M | +0.4% | -6.4% | +6.8% | +1.6% |
| 6M | +20.1% | -29.2% | +49.3% | +33.1% |
| YTD | +17.2% | -29.9% | +47.2% | +29.3% |
| 1Y | +24.7% | -47.3% | +72.0% | +53.4% |
| 3Y | +96.2% | -19.6% | +115.8% | +98.1% |
| All | +96.2% | -19.8% | +116.0% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling