+153.5%
QQQM vs ACGL
+227.3%
-73.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +0.2% | -1.0% | +1.2% | +0.4% |
| 3M | -2.8% | +11.0% | -13.8% | -5.0% |
| 6M | +18.1% | -0.3% | +18.4% | +17.7% |
| YTD | +17.4% | +2.3% | +15.1% | +16.2% |
| 1Y | +25.7% | +6.4% | +19.3% | +23.2% |
| 3Y | +94.1% | +34.0% | +60.2% | +77.2% |
| 5Y | +94.9% | +161.6% | -66.8% | +48.9% |
| All | +153.5% | +227.3% | -73.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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