+94.4%
QQQ vs AR
+140.6%
-46.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | -0.6% | +12.6% | -13.2% | -2.3% |
| 3M | +0.4% | +10.0% | -9.6% | -1.1% |
| 6M | +20.1% | +0.6% | +19.4% | +19.3% |
| YTD | +17.2% | +13.4% | +3.8% | +14.1% |
| 1Y | +24.7% | +21.7% | +3.0% | +19.7% |
| 3Y | +96.2% | +45.8% | +50.4% | +81.2% |
| 5Y | +94.4% | +144.3% | -49.9% | +68.2% |
| All | +94.4% | +140.6% | -46.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling