+4.5%
QQQM vs AJG
+16.2%
-11.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.4% |
| 7D | -9.4% | +7.4% | -16.8% | -8.0% |
| 30D | -14.7% | +25.3% | -40.0% | -10.5% |
| 3M | -9.6% | +15.1% | -24.6% | -6.6% |
| 6M | -4.7% | +40.8% | -45.5% | +1.4% |
| YTD | +5.9% | +12.3% | -6.5% | +10.9% |
| 1Y | +4.5% | +17.5% | -13.0% | +10.2% |
| All | +4.5% | +16.2% | -11.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling