+999.1%
QQQ vs ALM
+7,705.7%
-6,706.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +0.2% | +32.0% | -31.8% | +0.1% |
| 3M | -2.8% | -15.0% | +12.2% | -2.8% |
| 6M | +18.0% | -10.1% | +28.1% | +18.0% |
| YTD | +17.3% | +99.4% | -82.1% | +17.1% |
| 1Y | +25.6% | +316.4% | -290.8% | +25.1% |
| 3Y | +93.7% | +2,022.0% | -1,928.2% | +92.2% |
| 5Y | +94.2% | +941.2% | -847.0% | +92.7% |
| 10Y | +557.9% | +2,950.3% | -2,392.5% | +551.4% |
| All | +999.1% | +7,705.7% | -6,706.7% | +980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling