+1,794.2%
QQQ vs ACN
+2,341.7%
-547.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | -3.8% | +7.5% | +5.2% |
| 30D | -6.7% | +16.5% | -23.3% | -13.1% |
| 3M | -7.0% | +41.5% | -48.5% | -21.3% |
| 6M | -4.7% | +60.1% | -64.7% | -25.8% |
| YTD | +11.1% | -3.9% | +15.0% | +6.2% |
| 1Y | +12.3% | +4.1% | +8.2% | +3.2% |
| 3Y | +83.3% | -15.9% | +99.2% | +81.2% |
| 5Y | +77.5% | -26.3% | +103.8% | +85.3% |
| 10Y | +528.3% | +148.2% | +380.0% | +288.5% |
| All | +1,794.2% | +2,341.7% | -547.4% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling