+95.7%
QQQ vs AU
+686.2%
-590.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -4.3% | +3.7% | -0.1% |
| 30D | -1.2% | +7.3% | -8.5% | -2.1% |
| 3M | -0.2% | +26.3% | -26.5% | -2.9% |
| 6M | +17.9% | +1.8% | +16.2% | +16.6% |
| YTD | +16.6% | +26.8% | -10.2% | +12.8% |
| 1Y | +23.0% | +66.7% | -43.7% | +15.7% |
| 3Y | +92.9% | +579.1% | -486.1% | +55.7% |
| All | +95.7% | +686.2% | -590.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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