+94.6%
QQQM vs ALM
+856.4%
-761.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -0.6% |
| 7D | -1.3% | -7.1% | +5.9% | -1.0% |
| 30D | -1.4% | +24.7% | -26.0% | -2.5% |
| 3M | +2.2% | +8.3% | -6.1% | +1.4% |
| 6M | +16.9% | -22.2% | +39.1% | +16.9% |
| YTD | +15.7% | +88.1% | -72.4% | +12.1% |
| 1Y | +22.7% | +272.4% | -249.7% | +15.9% |
| 3Y | +93.9% | +2,004.1% | -1,910.2% | +71.1% |
| 5Y | +94.6% | +915.8% | -821.2% | +74.8% |
| All | +94.6% | +856.4% | -761.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling