+2,906.0%
QQQ vs AGI
+5,453.2%
-2,547.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +1.0% | +2.2% | -1.2% | +0.9% |
| 30D | -0.6% | +11.3% | -11.9% | -1.1% |
| 3M | +1.3% | +5.6% | -4.3% | +0.9% |
| 6M | +18.1% | -27.7% | +45.8% | +19.4% |
| YTD | +16.9% | -4.1% | +21.0% | +16.6% |
| 1Y | +24.0% | +13.8% | +10.2% | +22.7% |
| 3Y | +95.6% | +217.0% | -121.4% | +85.4% |
| 5Y | +94.5% | +404.3% | -309.8% | +80.6% |
| 10Y | +571.7% | +400.5% | +171.2% | +514.3% |
| All | +2,906.0% | +5,453.2% | -2,547.2% | +2,681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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