+534.7%
QQQ vs ADM
+133.7%
+401.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | +3.6% | +4.2% | -0.6% | +2.5% |
| 30D | -6.7% | -12.8% | +6.1% | -3.4% |
| 3M | -7.0% | -8.5% | +1.4% | -5.2% |
| 6M | -4.7% | -10.9% | +6.2% | -2.3% |
| YTD | +11.1% | +29.4% | -18.4% | +1.4% |
| 1Y | +12.3% | +27.5% | -15.3% | +2.8% |
| 3Y | +83.3% | +10.3% | +73.0% | +70.3% |
| 5Y | +77.5% | +27.4% | +50.1% | +50.0% |
| All | +534.7% | +133.7% | +401.0% | +296.2% |
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