+967.7%
AVGO vs QQQM
+152.0%
+815.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.9% |
| 30D | -13.0% | -1.2% | -11.8% | -11.6% |
| 3M | -6.0% | -0.1% | -5.9% | -5.7% |
| 6M | +6.4% | +18.0% | -11.6% | -14.0% |
| YTD | +5.0% | +16.7% | -11.7% | -13.7% |
| 1Y | +1.4% | +23.0% | -21.7% | -21.5% |
| 3Y | +336.8% | +93.3% | +243.5% | +113.0% |
| 5Y | +698.2% | +96.3% | +601.9% | +290.0% |
| All | +967.7% | +152.0% | +815.7% | +292.1% |
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