+127.1%
QQQM vs AUR
-35.7%
+162.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -1.2% | -6.4% | +5.2% | -0.6% |
| 3M | -0.1% | +7.7% | -7.8% | -1.3% |
| 6M | +18.0% | +44.5% | -26.5% | +11.9% |
| YTD | +16.7% | +67.4% | -50.8% | +8.5% |
| 1Y | +23.0% | +15.4% | +7.6% | +18.8% |
| 3Y | +93.3% | +94.8% | -1.5% | +61.3% |
| 5Y | +96.3% | -35.1% | +131.4% | +65.7% |
| All | +127.1% | -35.7% | +162.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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