+1,570.9%
QQQ vs AME
+11,234.7%
-9,663.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | +0.4% | +0.6% | -0.3% | 0.0% |
| 30D | +0.2% | -6.7% | +6.9% | +3.7% |
| 3M | -2.8% | +4.1% | -6.9% | -4.8% |
| 6M | +18.0% | +1.6% | +16.4% | +16.6% |
| YTD | +17.3% | +16.1% | +1.2% | +8.2% |
| 1Y | +25.6% | +27.3% | -1.7% | +10.1% |
| 3Y | +93.7% | +50.9% | +42.9% | +54.0% |
| 5Y | +94.2% | +81.4% | +12.8% | +40.8% |
| 10Y | +557.9% | +417.0% | +140.9% | +177.3% |
| All | +1,570.9% | +11,234.7% | -9,663.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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