+94.6%
QQQM vs ALK
-31.3%
+125.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.3% | -3.1% | +1.9% | -0.5% |
| 30D | -1.4% | -17.1% | +15.8% | +3.3% |
| 3M | +2.2% | -3.8% | +5.9% | +2.5% |
| 6M | +16.9% | -5.3% | +22.2% | +16.3% |
| YTD | +15.7% | -20.3% | +35.9% | +19.5% |
| 1Y | +22.7% | -36.0% | +58.7% | +34.1% |
| 3Y | +93.9% | +0.8% | +93.2% | +74.1% |
| 5Y | +94.6% | -28.5% | +123.0% | +89.4% |
| All | +94.6% | -31.3% | +125.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling