+142.9%
QQQM vs AMBA
+7.1%
+135.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +6.2% | +10.7% | -4.5% | +3.9% |
| 30D | -7.4% | -5.0% | -2.4% | -6.5% |
| 3M | -4.8% | -26.9% | +22.1% | +1.1% |
| 6M | -2.4% | -21.9% | +19.5% | -0.8% |
| YTD | +12.4% | -13.8% | +26.3% | +10.5% |
| 1Y | +11.4% | -36.1% | +47.4% | +16.1% |
| 3Y | +85.4% | +21.6% | +63.7% | +56.8% |
| 5Y | +80.3% | -68.8% | +149.0% | +82.2% |
| All | +142.9% | +7.1% | +135.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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