+42.2%
QQQM vs ADVB
-95.9%
+138.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +42.7% | -43.0% | -0.6% |
| 7D | +6.2% | +74.2% | -68.0% | +5.7% |
| 30D | -7.4% | -35.9% | +28.4% | -7.5% |
| 3M | -4.8% | -56.4% | +51.7% | -4.8% |
| 6M | -2.4% | -36.7% | +34.3% | -3.6% |
| YTD | +12.4% | -43.3% | +55.8% | +10.7% |
| 1Y | +11.4% | -63.4% | +74.7% | +10.9% |
| All | +42.2% | -95.9% | +138.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling