+94.6%
QQQM vs ACM
-0.5%
+95.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -1.3% | -5.9% | +4.6% | +1.0% |
| 30D | -1.4% | -6.2% | +4.8% | +0.6% |
| 3M | +2.2% | -7.9% | +10.1% | +4.2% |
| 6M | +16.9% | -30.6% | +47.5% | +33.9% |
| YTD | +15.7% | -33.3% | +48.9% | +33.5% |
| 1Y | +22.7% | -49.2% | +71.9% | +60.4% |
| 3Y | +93.9% | -23.5% | +117.4% | +99.9% |
| 5Y | +94.6% | +0.9% | +93.6% | +72.9% |
| All | +94.6% | -0.5% | +95.1% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling