+19.3%
ADP vs QQQI
+57.7%
-38.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +19.7% | +1.3% | +18.4% | +19.1% |
| 6M | +27.9% | +11.5% | +16.5% | +22.7% |
| YTD | +5.9% | +11.3% | -5.3% | +1.7% |
| 1Y | -7.5% | +16.9% | -24.4% | -13.1% |
| All | +19.3% | +57.7% | -38.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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