+153.5%
QQQM vs ALB
+43.1%
+110.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.0% |
| 7D | +0.4% | -8.1% | +8.4% | +1.9% |
| 30D | +0.2% | +6.3% | -6.0% | -1.1% |
| 3M | -2.8% | -23.6% | +20.8% | +1.7% |
| 6M | +18.1% | -24.6% | +42.7% | +22.7% |
| YTD | +17.4% | -10.3% | +27.6% | +17.1% |
| 1Y | +25.7% | +61.5% | -35.8% | +10.2% |
| 3Y | +94.1% | -34.0% | +128.1% | +93.8% |
| 5Y | +94.9% | -44.6% | +139.4% | +94.9% |
| All | +153.5% | +43.1% | +110.4% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling