+94.5%
QQQ vs ALM
+958.0%
-863.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | +1.0% | +3.6% | -2.6% | +0.8% |
| 30D | -0.6% | +33.8% | -34.4% | -2.1% |
| 3M | +1.3% | +14.8% | -13.5% | +0.2% |
| 6M | +18.1% | -7.0% | +25.1% | +17.3% |
| YTD | +16.9% | +108.1% | -91.2% | +12.8% |
| 1Y | +24.0% | +313.8% | -289.8% | +16.6% |
| 3Y | +95.6% | +2,227.6% | -2,132.0% | +71.8% |
| 5Y | +94.5% | +956.6% | -862.1% | +74.9% |
| All | +94.5% | +958.0% | -863.5% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling