+83.3%
QQQ vs ALM
+909.2%
-825.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.7% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | -6.7% | -19.3% | +12.6% | -5.6% |
| 3M | -7.0% | -40.6% | +33.6% | -4.5% |
| 6M | -4.7% | -57.9% | +53.2% | -0.9% |
| YTD | +11.1% | -6.7% | +17.7% | +11.5% |
| 1Y | +12.3% | +20.2% | -7.9% | +11.5% |
| 3Y | +83.3% | +879.4% | -796.1% | +73.9% |
| All | +83.3% | +909.2% | -825.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling