+369.5%
ALAB vs QQQM
+64.8%
+304.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +0.2% |
| 7D | -6.2% | -0.6% | -5.6% | -4.8% |
| 30D | -8.7% | -1.2% | -7.4% | -5.4% |
| 3M | -20.7% | -0.1% | -20.7% | -15.9% |
| 6M | +133.5% | +18.0% | +115.6% | +75.1% |
| YTD | +75.1% | +16.7% | +58.4% | +35.3% |
| 1Y | +25.0% | +23.0% | +2.0% | -12.2% |
| All | +369.5% | +64.8% | +304.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 10y: compounded portfolio wealth divided by compounded QQQM 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…
10y analysis · Full analysis span regression · 6 months rolling