+1,901.0%
QQQ vs ACN
+1,705.6%
+195.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.6% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +0.2% | +9.4% | -9.1% | -3.7% |
| 3M | -2.8% | +5.6% | -8.5% | -7.7% |
| 6M | +18.0% | -9.3% | +27.2% | +18.2% |
| YTD | +17.3% | -29.0% | +46.3% | +29.6% |
| 1Y | +25.6% | -24.7% | +50.2% | +34.3% |
| 3Y | +93.7% | -39.8% | +133.6% | +124.5% |
| 5Y | +94.2% | -40.9% | +135.1% | +125.9% |
| 10Y | +557.9% | +91.1% | +466.7% | +361.7% |
| All | +1,901.0% | +1,705.6% | +195.4% | +418.0% |
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