+96.4%
QQQM vs ADM
+65.2%
+31.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | -1.2% | +9.5% | -10.7% | -2.5% |
| 3M | -0.1% | +10.6% | -10.7% | -1.6% |
| 6M | +18.0% | +24.0% | -6.1% | +14.1% |
| YTD | +16.7% | +54.0% | -37.3% | +9.1% |
| 1Y | +23.0% | +45.3% | -22.3% | +15.8% |
| 3Y | +93.3% | +21.8% | +71.6% | +86.4% |
| All | +96.4% | +65.2% | +31.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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