+1,481.8%
QQQ vs AA
+25.3%
+1,456.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | -7.0% | -19.7% | +12.6% | -2.4% |
| 6M | -4.7% | -41.6% | +36.9% | +7.0% |
| YTD | +11.1% | -24.6% | +35.7% | +15.6% |
| 1Y | +12.3% | +4.9% | +7.4% | +7.5% |
| 3Y | +83.3% | +66.8% | +16.5% | +48.0% |
| 5Y | +77.5% | -19.4% | +96.9% | +59.3% |
| 10Y | +528.3% | +43.1% | +485.2% | +298.0% |
| All | +1,481.8% | +25.3% | +1,456.5% | +843.7% |
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