+57.8%
QQQ vs AS
+134.9%
-77.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -5.0% | +6.9% | -11.9% | -6.2% |
| 30D | -13.4% | +16.0% | -29.4% | -15.9% |
| 3M | -8.1% | -12.8% | +4.8% | -5.9% |
| 6M | -5.5% | -15.4% | +9.9% | -2.9% |
| YTD | +7.2% | -15.7% | +22.9% | +9.5% |
| 1Y | +7.8% | +6.1% | +1.7% | +5.2% |
| All | +57.8% | +134.9% | -77.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling