+93.3%
QQQM vs AWK
+7.8%
+85.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.6% |
| 7D | -0.6% | -2.1% | +1.6% | -0.9% |
| 30D | -1.2% | +2.1% | -3.3% | -0.9% |
| 3M | -0.1% | +11.4% | -11.5% | +1.6% |
| 6M | +18.0% | +3.9% | +14.0% | +19.2% |
| YTD | +16.7% | +7.7% | +9.0% | +18.5% |
| 1Y | +23.0% | +1.3% | +21.7% | +24.3% |
| 3Y | +93.3% | +7.2% | +86.2% | +97.4% |
| All | +93.3% | +7.8% | +85.6% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling