+1,164.0%
QQQ vs AMCR
+96.6%
+1,067.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.3% | -5.0% | +3.7% | 0.0% |
| 30D | -1.4% | -8.0% | +6.6% | +0.6% |
| 3M | +2.3% | +14.3% | -12.0% | -1.3% |
| 6M | +16.9% | +5.3% | +11.5% | +14.6% |
| YTD | +15.6% | +7.7% | +7.9% | +12.3% |
| 1Y | +22.6% | +10.8% | +11.8% | +18.0% |
| 3Y | +93.5% | +9.6% | +84.0% | +84.4% |
| 5Y | +93.9% | -10.2% | +104.1% | +94.4% |
| 10Y | +564.6% | +16.5% | +548.1% | +505.3% |
| All | +1,164.0% | +96.6% | +1,067.4% | +1,036.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling