+12.3%
QQQM vs AMGN
+64.6%
-52.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | +0.8% |
| 7D | -4.6% | +5.9% | -10.5% | -4.8% |
| 30D | -8.5% | +18.7% | -27.2% | -9.2% |
| 3M | -4.3% | +23.4% | -27.7% | -5.5% |
| 6M | +3.1% | +49.7% | -46.7% | -0.1% |
| YTD | +13.1% | +49.2% | -36.1% | +10.3% |
| 1Y | +12.3% | +65.7% | -53.4% | +8.0% |
| All | +12.3% | +64.6% | -52.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling