+505.3%
AMAT vs QQQM
+138.1%
+367.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.5% |
| 7D | -2.5% | -1.5% | -0.9% | +0.8% |
| 30D | -26.5% | -10.2% | -16.3% | -12.0% |
| 3M | -28.6% | -6.3% | -22.3% | -19.7% |
| 6M | -14.2% | -4.9% | -9.4% | -2.8% |
| YTD | +45.5% | +10.3% | +35.2% | +34.6% |
| 1Y | +59.3% | +8.8% | +50.5% | +50.8% |
| 3Y | +153.1% | +81.8% | +71.3% | +20.6% |
| 5Y | +158.2% | +79.1% | +79.0% | +32.8% |
| All | +505.3% | +138.1% | +367.2% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling