+1,506.2%
QQQ vs AMT
+931.4%
+574.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.2% | -2.4% | +2.1% | +0.3% |
| 30D | -7.5% | +4.2% | -11.7% | -8.5% |
| 3M | -3.8% | +13.4% | -17.2% | -7.0% |
| 6M | -3.0% | +9.4% | -12.4% | -6.0% |
| YTD | +12.8% | +11.7% | +1.1% | +8.3% |
| 1Y | +11.6% | +7.1% | +4.5% | +8.2% |
| 3Y | +85.6% | +15.1% | +70.5% | +72.7% |
| 5Y | +82.1% | -17.9% | +100.0% | +83.0% |
| 10Y | +538.0% | +133.5% | +404.4% | +392.5% |
| All | +1,506.2% | +931.4% | +574.8% | +767.9% |
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