+1,570.9%
QQQ vs AA
+57.1%
+1,513.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +0.2% | +5.0% | -4.8% | -1.2% |
| 3M | -2.8% | -35.8% | +33.0% | +7.2% |
| 6M | +18.0% | -18.4% | +36.4% | +21.6% |
| YTD | +17.3% | -5.5% | +22.8% | +15.9% |
| 1Y | +25.6% | +61.0% | -35.4% | +7.9% |
| 3Y | +93.7% | +66.2% | +27.5% | +56.1% |
| 5Y | +94.2% | +11.4% | +82.8% | +59.5% |
| 10Y | +557.9% | +116.9% | +441.0% | +271.7% |
| All | +1,570.9% | +57.1% | +1,513.8% | +846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling