+22.6%
QQQ vs AA
+55.5%
-32.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.5% |
| 30D | -1.4% | -10.7% | +9.3% | +0.1% |
| 3M | +2.3% | -26.2% | +28.4% | +5.8% |
| 6M | +16.9% | -20.9% | +37.8% | +19.3% |
| YTD | +15.6% | -8.6% | +24.3% | +15.1% |
| 1Y | +22.6% | +57.4% | -34.8% | +13.4% |
| All | +22.6% | +55.5% | -32.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling