+1,619.1%
QQQ vs ACM
+252.1%
+1,367.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +3.6% | +5.6% | -2.0% | +1.7% |
| 30D | -6.7% | +20.8% | -27.6% | -12.6% |
| 3M | -7.0% | +11.4% | -18.4% | -10.8% |
| 6M | -4.7% | +0.9% | -5.6% | -6.1% |
| YTD | +11.1% | -24.8% | +35.9% | +19.7% |
| 1Y | +12.3% | -46.4% | +58.7% | +35.7% |
| 3Y | +83.3% | -9.2% | +92.5% | +82.8% |
| 5Y | +77.5% | +5.0% | +72.5% | +67.8% |
| 10Y | +528.3% | +130.6% | +397.7% | +325.5% |
| All | +1,619.1% | +252.1% | +1,367.0% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling