+95.7%
QQQ vs AMCR
-12.3%
+108.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -0.6% | -6.3% | +5.7% | +1.6% |
| 30D | -1.2% | -7.8% | +6.6% | +1.4% |
| 3M | -0.2% | +7.5% | -7.7% | -3.2% |
| 6M | +17.9% | +2.7% | +15.2% | +15.6% |
| YTD | +16.6% | +6.0% | +10.6% | +12.0% |
| 1Y | +23.0% | +7.8% | +15.2% | +17.0% |
| 3Y | +92.9% | +5.8% | +87.2% | +77.4% |
| All | +95.7% | -12.3% | +108.1% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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