+1,036.0%
QQQ vs A
+457.0%
+578.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +0.2% | +6.9% | -6.7% | -2.4% |
| 3M | -2.8% | +9.2% | -12.1% | -6.4% |
| 6M | +18.0% | +25.7% | -7.7% | +6.7% |
| YTD | +17.3% | +11.5% | +5.8% | +10.8% |
| 1Y | +25.6% | +18.4% | +7.2% | +15.4% |
| 3Y | +93.7% | +26.6% | +67.1% | +69.4% |
| 5Y | +94.2% | -12.8% | +107.0% | +93.5% |
| 10Y | +557.9% | +247.2% | +310.7% | +289.1% |
| All | +1,036.0% | +457.0% | +578.9% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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