+152.0%
QQQM vs AG
+91.8%
+60.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.2% |
| 7D | -0.6% | -6.7% | +6.2% | +0.2% |
| 30D | -1.2% | +2.2% | -3.4% | -1.6% |
| 3M | -0.1% | +15.7% | -15.8% | -2.1% |
| 6M | +18.0% | -23.8% | +41.7% | +20.0% |
| YTD | +16.7% | +17.6% | -0.9% | +12.5% |
| 1Y | +23.0% | +88.6% | -65.6% | +12.0% |
| 3Y | +93.3% | +253.4% | -160.1% | +58.4% |
| 5Y | +96.3% | +62.4% | +33.8% | +69.3% |
| All | +152.0% | +91.8% | +60.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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