+1,745.5%
QQQ vs AG
+284.3%
+1,461.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.4% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | -7.5% | -13.1% | +5.6% | -6.4% |
| 3M | -3.8% | -22.0% | +18.2% | -2.0% |
| 6M | -3.0% | -37.3% | +34.3% | +0.2% |
| YTD | +12.8% | -11.2% | +23.9% | +12.1% |
| 1Y | +11.6% | +23.9% | -12.4% | +7.7% |
| 3Y | +85.6% | +225.1% | -139.6% | +61.0% |
| 5Y | +82.1% | +7.7% | +74.4% | +68.6% |
| 10Y | +538.0% | +86.9% | +451.1% | +431.3% |
| All | +1,745.5% | +284.3% | +1,461.2% | +971.8% |
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 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