+71.0%
QQQ vs AR
+74.0%
-3.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -5.0% | -14.3% | +9.3% | -3.1% |
| 30D | -13.4% | +1.4% | -14.8% | -13.7% |
| 3M | -8.1% | +3.4% | -11.5% | -8.8% |
| 6M | -5.5% | -2.1% | -3.4% | -5.8% |
| YTD | +7.2% | +4.7% | +2.5% | +5.1% |
| 1Y | +7.8% | +10.6% | -2.8% | +4.6% |
| 3Y | +80.7% | +24.6% | +56.1% | +69.9% |
| All | +71.0% | +74.0% | -3.0% | +49.6% |
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