+552.9%
QQQ vs AR
+44.6%
+508.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.3% | -1.3% | +0.1% | -1.1% |
| 30D | -1.4% | +3.5% | -4.9% | -1.7% |
| 3M | +2.3% | +9.9% | -7.6% | +1.3% |
| 6M | +16.9% | +4.5% | +12.3% | +16.0% |
| YTD | +15.6% | +13.7% | +2.0% | +13.8% |
| 1Y | +22.6% | +19.2% | +3.4% | +20.0% |
| 3Y | +93.5% | +46.2% | +47.4% | +84.7% |
| 5Y | +93.9% | +145.9% | -52.0% | +76.6% |
| All | +552.9% | +44.6% | +508.3% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling