+152.0%
QQQM vs AME
+133.7%
+18.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.9% |
| 7D | -0.6% | +1.7% | -2.3% | -1.5% |
| 30D | -1.2% | -6.4% | +5.2% | +2.4% |
| 3M | -0.1% | +7.1% | -7.2% | -4.0% |
| 6M | +18.0% | +8.2% | +9.8% | +12.3% |
| YTD | +16.7% | +18.2% | -1.5% | +5.4% |
| 1Y | +23.0% | +26.7% | -3.7% | +6.3% |
| 3Y | +93.3% | +60.7% | +32.6% | +41.5% |
| 5Y | +96.3% | +91.6% | +4.7% | +26.5% |
| All | +152.0% | +133.7% | +18.3% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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