+1,501.1%
QQQ vs AMT
+928.9%
+572.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +6.4% | -2.2% | +8.5% | +6.9% |
| 30D | -7.5% | +5.8% | -13.2% | -8.9% |
| 3M | -4.8% | +12.6% | -17.4% | -7.8% |
| 6M | -2.5% | +8.3% | -10.8% | -5.3% |
| YTD | +12.4% | +11.4% | +1.0% | +8.0% |
| 1Y | +11.3% | +7.7% | +3.6% | +7.8% |
| 3Y | +85.0% | +14.8% | +70.2% | +72.2% |
| 5Y | +79.6% | -18.0% | +97.6% | +80.6% |
| 10Y | +535.9% | +133.0% | +403.0% | +391.2% |
| All | +1,501.1% | +928.9% | +572.1% | +765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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