+72.8%
QQQM vs AS
+114.1%
-41.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +2.0% |
| 30D | -0.7% | -22.1% | +21.5% | +4.1% |
| 3M | +0.4% | -15.3% | +15.8% | +3.3% |
| 6M | +20.1% | -15.6% | +35.6% | +23.2% |
| YTD | +17.2% | -23.2% | +40.4% | +22.1% |
| 1Y | +24.7% | -21.7% | +46.4% | +29.1% |
| All | +72.8% | +114.1% | -41.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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