+153.2%
QQQM vs ADP
+100.3%
+52.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.3% |
| 7D | +1.5% | -5.5% | +7.0% | +3.7% |
| 30D | -0.7% | -1.2% | +0.6% | -0.3% |
| 3M | +0.4% | +17.9% | -17.4% | -7.2% |
| 6M | +20.1% | +20.3% | -0.3% | +9.3% |
| YTD | +17.2% | +5.8% | +11.4% | +13.6% |
| 1Y | +24.7% | -7.7% | +32.5% | +29.7% |
| 3Y | +96.6% | +14.7% | +81.8% | +79.5% |
| 5Y | +95.0% | +45.8% | +49.3% | +58.6% |
| All | +153.2% | +100.3% | +52.9% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling