+152.5%
QQQM vs ARES
+272.6%
-120.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | +1.0% | -2.7% | +3.7% | +2.0% |
| 30D | -0.6% | -2.4% | +1.8% | +0.1% |
| 3M | +1.3% | +3.9% | -2.6% | -0.9% |
| 6M | +18.2% | +26.4% | -8.2% | +6.0% |
| YTD | +16.9% | -14.9% | +31.8% | +21.7% |
| 1Y | +24.0% | -20.4% | +44.5% | +31.8% |
| 3Y | +96.0% | +38.8% | +57.2% | +55.8% |
| 5Y | +95.2% | +97.0% | -1.8% | +25.7% |
| All | +152.5% | +272.6% | -120.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 all: compounded portfolio wealth divided by compounded ARES 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…
all analysis · Full analysis span regression · 6 months rolling