+91.6%
QQQM vs ADP
+14.5%
+77.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -1.3% | -5.7% | +4.5% | -0.3% |
| 30D | -1.4% | -1.4% | 0.0% | -1.2% |
| 3M | +2.2% | +16.6% | -14.4% | -1.2% |
| 6M | +16.9% | +24.9% | -8.1% | +10.7% |
| YTD | +15.7% | +5.6% | +10.1% | +16.3% |
| 1Y | +22.7% | -6.0% | +28.7% | +29.1% |
| All | +91.6% | +14.5% | +77.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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