+91.3%
QQQ vs ACN
-42.6%
+133.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -1.3% | -7.9% | +6.6% | -0.3% |
| 30D | -1.4% | -1.1% | -0.3% | -1.3% |
| 3M | +2.3% | +5.6% | -3.3% | +1.9% |
| 6M | +16.9% | -9.9% | +26.8% | +20.4% |
| YTD | +15.6% | -32.3% | +48.0% | +29.0% |
| 1Y | +22.6% | -25.3% | +47.9% | +31.8% |
| All | +91.3% | -42.6% | +133.9% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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