+58.2%
QQQI vs AWK
+17.8%
+40.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.6% |
| 7D | -0.3% | -2.1% | +1.8% | -0.7% |
| 30D | -0.3% | +2.1% | -2.3% | +0.1% |
| 3M | +1.3% | +11.4% | -10.0% | +3.5% |
| 6M | +11.5% | +3.9% | +7.6% | +12.8% |
| YTD | +11.3% | +7.7% | +3.6% | +13.3% |
| 1Y | +16.9% | +1.3% | +15.6% | +18.1% |
| All | +58.2% | +17.8% | +40.4% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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