+94.5%
QQQ vs AG
+69.4%
+25.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | +12.5% | -13.1% | -2.2% |
| 3M | +1.3% | +28.2% | -26.8% | -2.1% |
| 6M | +18.1% | -18.8% | +37.0% | +19.4% |
| YTD | +16.9% | +27.4% | -10.5% | +11.2% |
| 1Y | +24.0% | +132.2% | -108.2% | +9.0% |
| 3Y | +95.6% | +286.9% | -191.2% | +54.6% |
| 5Y | +94.5% | +72.8% | +21.7% | +64.8% |
| All | +94.5% | +69.4% | +25.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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