+152.0%
QQQM vs ALM
+1,097.3%
-945.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | -0.6% | -11.8% | +11.3% | -0.1% |
| 30D | -1.2% | +7.8% | -9.0% | -1.6% |
| 3M | -0.1% | -9.3% | +9.2% | -0.1% |
| 6M | +18.0% | -30.5% | +48.4% | +18.5% |
| YTD | +16.7% | +75.8% | -59.1% | +13.8% |
| 1Y | +23.0% | +241.2% | -218.1% | +17.3% |
| 3Y | +93.3% | +1,872.6% | -1,779.3% | +73.7% |
| 5Y | +96.3% | +849.6% | -753.3% | +78.6% |
| All | +152.0% | +1,097.3% | -945.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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