+58.2%
QQQI vs ACM
-26.3%
+84.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.4% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | +0.2% | -12.7% | +12.8% | +3.1% |
| 3M | +2.3% | -9.8% | +12.1% | +4.3% |
| 6M | +11.6% | -31.4% | +43.0% | +22.6% |
| YTD | +11.3% | -32.1% | +43.4% | +21.8% |
| 1Y | +17.4% | -47.8% | +65.2% | +40.0% |
| All | +58.2% | -26.3% | +84.5% | +61.6% |
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