+153.5%
QQQM vs ALC
+14.9%
+138.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.1% |
| 3M | -2.8% | +5.9% | -8.7% | -5.3% |
| 6M | +18.1% | -15.9% | +34.0% | +25.0% |
| YTD | +17.4% | -10.1% | +27.5% | +20.6% |
| 1Y | +25.7% | -10.2% | +35.9% | +28.8% |
| 3Y | +94.1% | -13.6% | +107.7% | +96.9% |
| 5Y | +94.9% | -15.1% | +110.0% | +92.9% |
| All | +153.5% | +14.9% | +138.5% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling