+152.0%
QQQM vs AMGN
+89.7%
+62.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -0.6% | -13.7% | +13.1% | +2.3% |
| 30D | -1.2% | -8.8% | +7.6% | +0.4% |
| 3M | -0.1% | +7.2% | -7.3% | -2.1% |
| 6M | +18.0% | +1.3% | +16.7% | +16.9% |
| YTD | +16.7% | +17.6% | -1.0% | +11.5% |
| 1Y | +23.0% | +37.2% | -14.1% | +12.9% |
| 3Y | +93.3% | +57.7% | +35.6% | +66.9% |
| 5Y | +96.3% | +106.3% | -10.0% | +55.0% |
| All | +152.0% | +89.7% | +62.3% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling