+153.2%
QQQM vs ARWR
+84.3%
+68.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.5% | +2.9% | -1.4% | +1.1% |
| 30D | -0.7% | -2.9% | +2.2% | -0.3% |
| 3M | +0.4% | +15.2% | -14.8% | -2.1% |
| 6M | +20.1% | +42.3% | -22.2% | +13.1% |
| YTD | +17.2% | +28.2% | -11.0% | +11.7% |
| 1Y | +24.7% | +213.2% | -188.5% | +2.7% |
| 3Y | +96.6% | +184.6% | -88.1% | +52.0% |
| 5Y | +95.0% | +29.2% | +65.8% | +61.9% |
| All | +153.2% | +84.3% | +68.9% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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