+91.6%
QQQM vs ACM
-23.7%
+115.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -1.3% | -5.9% | +4.6% | +0.4% |
| 30D | -1.4% | -6.2% | +4.8% | +0.1% |
| 3M | +2.2% | -7.9% | +10.1% | +3.7% |
| 6M | +16.9% | -30.6% | +47.5% | +29.9% |
| YTD | +15.7% | -33.3% | +48.9% | +29.2% |
| 1Y | +22.7% | -49.2% | +71.9% | +51.9% |
| All | +91.6% | -23.7% | +115.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling