+91.6%
QQQM vs AA
+73.4%
+18.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | -0.3% |
| 30D | -1.4% | -10.7% | +9.3% | +0.4% |
| 3M | +2.2% | -26.2% | +28.3% | +7.0% |
| 6M | +16.9% | -20.9% | +37.8% | +20.1% |
| YTD | +15.7% | -8.6% | +24.3% | +15.1% |
| 1Y | +22.7% | +57.4% | -34.7% | +9.4% |
| All | +91.6% | +73.4% | +18.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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