+152.0%
QQQM vs AGG
-2.7%
+154.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | +0.3% |
| 30D | -1.2% | -1.1% | -0.1% | -0.2% |
| 3M | -0.1% | -1.9% | +1.8% | +1.6% |
| 6M | +18.0% | -1.7% | +19.7% | +19.8% |
| YTD | +16.7% | -1.3% | +18.0% | +18.1% |
| 1Y | +23.0% | -0.7% | +23.8% | +24.0% |
| 3Y | +93.3% | +12.5% | +80.9% | +74.1% |
| 5Y | +96.3% | -2.5% | +98.8% | +104.9% |
| All | +152.0% | -2.7% | +154.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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