+152.0%
QQQM vs ALB
+33.6%
+118.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.5% |
| 7D | -0.6% | -6.6% | +6.1% | +0.7% |
| 30D | -1.2% | -8.1% | +6.9% | +0.1% |
| 3M | -0.1% | -25.7% | +25.6% | +5.0% |
| 6M | +18.0% | -29.5% | +47.4% | +24.1% |
| YTD | +16.7% | -16.2% | +32.9% | +17.9% |
| 1Y | +23.0% | +59.2% | -36.2% | +8.3% |
| 3Y | +93.3% | -33.7% | +127.1% | +92.0% |
| 5Y | +96.3% | -48.1% | +144.4% | +98.7% |
| All | +152.0% | +33.6% | +118.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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