+94.5%
QQQ vs ACM
+2.7%
+91.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | +1.0% | -3.7% | +4.7% | +2.4% |
| 30D | -0.6% | -12.7% | +12.0% | +4.1% |
| 3M | +1.3% | -9.8% | +11.1% | +4.3% |
| 6M | +18.1% | -31.4% | +49.5% | +36.3% |
| YTD | +16.9% | -32.1% | +49.0% | +34.1% |
| 1Y | +24.0% | -47.8% | +71.8% | +60.5% |
| 3Y | +95.6% | -22.1% | +117.7% | +100.3% |
| 5Y | +94.5% | +1.8% | +92.7% | +72.0% |
| All | +94.5% | +2.7% | +91.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling