+552.9%
QQQ vs ADM
+178.5%
+374.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.3% | +3.0% | -4.2% | -2.0% |
| 30D | -1.4% | +8.7% | -10.1% | -3.7% |
| 3M | +2.3% | +7.6% | -5.3% | -0.1% |
| 6M | +16.9% | +26.9% | -10.0% | +8.6% |
| YTD | +15.6% | +54.3% | -38.7% | +1.3% |
| 1Y | +22.6% | +45.7% | -23.0% | +8.8% |
| 3Y | +93.5% | +21.9% | +71.6% | +77.3% |
| 5Y | +93.9% | +67.2% | +26.8% | +51.2% |
| All | +552.9% | +178.5% | +374.4% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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