+94.7%
QQQM vs AG
+68.6%
+26.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.5% |
| 7D | -1.3% | -5.8% | +4.5% | -0.6% |
| 30D | -1.4% | +6.4% | -7.7% | -2.2% |
| 3M | +2.2% | +28.4% | -26.2% | -1.2% |
| 6M | +16.9% | -24.5% | +41.3% | +19.1% |
| YTD | +15.7% | +21.2% | -5.5% | +10.7% |
| 1Y | +22.7% | +114.1% | -91.4% | +8.9% |
| 3Y | +93.9% | +268.0% | -174.1% | +54.4% |
| All | +94.7% | +68.6% | +26.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling