+523.8%
QQQ vs AR
+52.4%
+471.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +2.5% |
| 7D | -1.5% | -5.8% | +4.2% | -1.1% |
| 30D | -10.2% | +4.8% | -15.0% | -10.6% |
| 3M | -6.3% | +1.5% | -7.8% | -6.6% |
| 6M | -4.9% | +4.7% | -9.6% | -5.6% |
| YTD | +10.2% | +9.2% | +1.0% | +8.7% |
| 1Y | +8.8% | +11.2% | -2.4% | +7.0% |
| 3Y | +81.4% | +46.2% | +35.1% | +73.1% |
| 5Y | +78.5% | +98.1% | -19.6% | +65.0% |
| 10Y | +523.8% | +54.5% | +469.3% | +508.8% |
| All | +523.8% | +52.4% | +471.4% | +508.8% |
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