+19.2%
ADP vs QQQI
+58.1%
-38.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -5.5% | +1.3% | -6.8% | -5.7% |
| 30D | -1.2% | +0.2% | -1.4% | -1.3% |
| 3M | +17.9% | +1.5% | +16.4% | +17.2% |
| 6M | +20.3% | +13.2% | +7.1% | +14.8% |
| YTD | +5.8% | +11.6% | -5.7% | +1.6% |
| 1Y | -7.7% | +18.0% | -25.7% | -13.6% |
| All | +19.2% | +58.1% | -38.9% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling