+1,547.1%
QQQ vs AU
+721.8%
+825.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.8% |
| 7D | -1.3% | -7.0% | +5.7% | -0.7% |
| 30D | -1.4% | +7.3% | -8.6% | -2.0% |
| 3M | +2.3% | +33.2% | -30.9% | -0.1% |
| 6M | +16.9% | -0.6% | +17.5% | +16.3% |
| YTD | +15.6% | +26.2% | -10.5% | +12.8% |
| 1Y | +22.6% | +68.3% | -45.6% | +17.0% |
| 3Y | +93.5% | +592.1% | -498.6% | +64.9% |
| 5Y | +93.9% | +685.3% | -591.3% | +61.8% |
| 10Y | +564.6% | +682.5% | -118.0% | +435.4% |
| All | +1,547.1% | +721.8% | +825.2% | +1,245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling