+78.1%
QQQM vs AR
+99.4%
-21.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +7.4% | -3.8% | +2.7% |
| 30D | -6.7% | +5.8% | -12.5% | -7.5% |
| 3M | -7.0% | +5.2% | -12.2% | -7.9% |
| 6M | -4.6% | +5.4% | -10.1% | -5.8% |
| YTD | +11.1% | +12.4% | -1.3% | +7.9% |
| 1Y | +12.3% | +12.8% | -0.5% | +8.9% |
| 3Y | +83.6% | +47.2% | +36.4% | +68.9% |
| All | +78.1% | +99.4% | -21.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling