+152.5%
QQQM vs AG
+107.7%
+44.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | +12.5% | -13.1% | -2.0% |
| 3M | +1.3% | +28.2% | -26.9% | -1.8% |
| 6M | +18.2% | -18.8% | +37.0% | +19.4% |
| YTD | +16.9% | +27.4% | -10.5% | +11.8% |
| 1Y | +24.0% | +132.2% | -108.1% | +10.4% |
| 3Y | +96.0% | +286.9% | -190.8% | +59.1% |
| 5Y | +95.2% | +72.8% | +22.4% | +67.1% |
| All | +152.5% | +107.7% | +44.9% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling