+552.9%
QQQ vs ALM
+2,776.7%
-2,223.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -0.8% |
| 7D | -1.3% | -7.1% | +5.9% | -1.0% |
| 30D | -1.4% | +24.7% | -26.0% | -2.1% |
| 3M | +2.3% | +8.3% | -6.0% | +1.7% |
| 6M | +16.9% | -22.2% | +39.1% | +17.0% |
| YTD | +15.6% | +88.1% | -72.4% | +13.1% |
| 1Y | +22.6% | +272.4% | -249.7% | +17.6% |
| 3Y | +93.5% | +2,004.1% | -1,910.6% | +76.5% |
| 5Y | +93.9% | +915.8% | -821.9% | +78.6% |
| All | +552.9% | +2,776.7% | -2,223.9% | +476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling