+253.5%
TQQQ vs ACM
-22.3%
+275.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +1.7% |
| 7D | +2.8% | -3.7% | +6.5% | +6.0% |
| 30D | -3.0% | -12.7% | +9.6% | +6.9% |
| 3M | -2.7% | -9.8% | +7.1% | +3.0% |
| 6M | +45.4% | -31.4% | +76.8% | +101.1% |
| YTD | +36.3% | -32.1% | +68.3% | +85.2% |
| 1Y | +53.4% | -47.8% | +101.2% | +180.1% |
| All | +253.5% | -22.3% | +275.8% | +295.5% |
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