+94.5%
QQQ vs ADM
+67.1%
+27.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.6% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | -0.6% | +8.2% | -8.8% | -1.7% |
| 3M | +1.3% | +8.7% | -7.4% | 0.0% |
| 6M | +18.1% | +29.1% | -10.9% | +13.6% |
| YTD | +16.9% | +53.7% | -36.8% | +9.3% |
| 1Y | +24.0% | +43.2% | -19.2% | +17.0% |
| 3Y | +95.6% | +21.4% | +74.2% | +88.6% |
| 5Y | +94.5% | +67.1% | +27.4% | +73.3% |
| All | +94.5% | +67.1% | +27.4% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling