+153.2%
QQQM vs ADM
+100.8%
+52.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -0.7% | +11.0% | -11.7% | -2.1% |
| 3M | +0.4% | +6.0% | -5.6% | -0.5% |
| 6M | +20.1% | +26.9% | -6.9% | +15.7% |
| YTD | +17.2% | +50.0% | -32.8% | +10.0% |
| 1Y | +24.7% | +39.6% | -14.8% | +18.2% |
| 3Y | +96.6% | +18.5% | +78.0% | +89.5% |
| 5Y | +95.0% | +62.6% | +32.5% | +78.9% |
| All | +153.2% | +100.8% | +52.4% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling