+1,819.9%
QQQ vs AG
+445.6%
+1,374.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | +0.4% | +1.0% | -0.7% | +0.2% |
| 30D | +0.2% | +19.2% | -18.9% | -1.4% |
| 3M | -2.8% | +6.2% | -9.0% | -3.7% |
| 6M | +18.0% | -26.7% | +44.7% | +20.1% |
| YTD | +17.3% | +26.1% | -8.8% | +13.4% |
| 1Y | +25.6% | +131.7% | -106.1% | +14.7% |
| 3Y | +93.7% | +255.3% | -161.6% | +66.4% |
| 5Y | +94.2% | +61.9% | +32.2% | +73.8% |
| 10Y | +557.9% | +72.0% | +485.8% | +449.5% |
| All | +1,819.9% | +445.6% | +1,374.3% | +984.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling