+152.0%
QQQM vs ACM
+44.6%
+107.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -0.6% | -4.6% | +4.0% | +1.0% |
| 30D | -1.2% | +4.1% | -5.3% | -2.8% |
| 3M | -0.1% | -8.3% | +8.2% | +1.9% |
| 6M | +18.0% | -30.1% | +48.0% | +32.7% |
| YTD | +16.7% | -32.6% | +49.3% | +32.1% |
| 1Y | +23.0% | -49.6% | +72.6% | +56.1% |
| 3Y | +93.3% | -23.0% | +116.4% | +101.7% |
| 5Y | +96.3% | +2.0% | +94.3% | +85.5% |
| All | +152.0% | +44.6% | +107.5% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling