+1,716.0%
QQQ vs ACM
+230.8%
+1,485.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +0.2% | -11.1% | +11.3% | +3.7% |
| 3M | -2.8% | -8.0% | +5.2% | -0.9% |
| 6M | +18.0% | -29.7% | +47.7% | +31.3% |
| YTD | +17.3% | -29.4% | +46.7% | +29.5% |
| 1Y | +25.6% | -46.4% | +72.0% | +51.9% |
| 3Y | +93.7% | -22.3% | +116.1% | +104.1% |
| 5Y | +94.2% | +4.5% | +89.7% | +83.9% |
| 10Y | +557.9% | +127.6% | +430.2% | +346.8% |
| All | +1,716.0% | +230.8% | +1,485.2% | +828.4% |
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