+914.1%
QQQ vs AR
-27.2%
+941.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | +0.2% | +14.8% | -14.6% | -1.0% |
| 3M | -2.8% | +6.2% | -9.0% | -3.5% |
| 6M | +18.0% | +4.3% | +13.7% | +17.1% |
| YTD | +17.3% | +14.4% | +2.9% | +15.4% |
| 1Y | +25.6% | +21.3% | +4.3% | +22.7% |
| 3Y | +93.7% | +39.8% | +53.9% | +85.4% |
| 5Y | +94.2% | +142.1% | -47.9% | +76.3% |
| 10Y | +557.9% | +52.0% | +505.8% | +495.8% |
| All | +914.1% | -27.2% | +941.3% | +866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling