+152.0%
QQQM vs AR
+914.0%
-761.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -0.6% | -2.5% | +1.9% | -0.3% |
| 30D | -1.2% | +2.5% | -3.7% | -1.5% |
| 3M | -0.1% | +12.3% | -12.4% | -1.4% |
| 6M | +18.0% | -3.1% | +21.1% | +17.9% |
| YTD | +16.7% | +11.5% | +5.2% | +14.7% |
| 1Y | +23.0% | +17.0% | +6.0% | +20.1% |
| 3Y | +93.3% | +47.3% | +46.0% | +83.5% |
| 5Y | +96.3% | +141.2% | -45.0% | +85.0% |
| All | +152.0% | +914.0% | -761.9% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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