+153.2%
QQQM vs ALM
+1,377.9%
-1,224.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.5% |
| 7D | +1.5% | +8.4% | -6.9% | +1.1% |
| 30D | -0.7% | +34.8% | -35.5% | -2.0% |
| 3M | +0.4% | +16.2% | -15.8% | -0.6% |
| 6M | +20.1% | +2.1% | +17.9% | +18.9% |
| YTD | +17.2% | +117.0% | -99.8% | +13.4% |
| 1Y | +24.7% | +313.9% | -289.1% | +18.0% |
| 3Y | +96.6% | +2,327.9% | -2,231.4% | +75.1% |
| 5Y | +95.0% | +1,040.6% | -945.6% | +76.0% |
| All | +153.2% | +1,377.9% | -1,224.7% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling