+58.2%
QQQI vs AUR
+100.9%
-42.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.3% | +1.4% | -1.8% | -0.5% |
| 30D | -0.3% | -6.4% | +6.1% | +0.1% |
| 3M | +1.3% | +7.7% | -6.4% | +0.4% |
| 6M | +11.5% | +44.5% | -33.0% | +7.2% |
| YTD | +11.3% | +67.4% | -56.2% | +5.4% |
| 1Y | +16.9% | +15.4% | +1.4% | +13.7% |
| All | +58.2% | +100.9% | -42.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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