+153.2%
QQQM vs ALC
+12.7%
+140.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +1.5% | -3.7% | +5.2% | +2.8% |
| 30D | -0.7% | -3.7% | +3.1% | +0.6% |
| 3M | +0.4% | +4.6% | -4.1% | -1.7% |
| 6M | +20.1% | -14.6% | +34.7% | +26.2% |
| YTD | +17.2% | -11.9% | +29.1% | +21.4% |
| 1Y | +24.7% | -13.1% | +37.9% | +29.5% |
| 3Y | +96.6% | -15.0% | +111.6% | +100.5% |
| 5Y | +95.0% | -16.2% | +111.2% | +94.0% |
| All | +153.2% | +12.7% | +140.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling