+152.0%
QQQM vs ALNY
+69.2%
+82.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -6.5% | +6.0% | +0.3% |
| 30D | -1.2% | +11.0% | -12.2% | -2.6% |
| 3M | -0.1% | -14.1% | +14.0% | +0.7% |
| 6M | +18.0% | -22.4% | +40.3% | +20.4% |
| YTD | +16.7% | -37.5% | +54.2% | +22.6% |
| 1Y | +23.0% | -46.9% | +70.0% | +32.2% |
| 3Y | +93.3% | +22.1% | +71.3% | +79.4% |
| 5Y | +96.3% | +31.2% | +65.1% | +73.0% |
| All | +152.0% | +69.2% | +82.9% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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