+96.4%
QQQM vs AZO
+85.8%
+10.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | -1.2% | -5.6% | +4.3% | -0.1% |
| 3M | -0.1% | -6.6% | +6.6% | +0.9% |
| 6M | +18.0% | -22.5% | +40.5% | +24.1% |
| YTD | +16.7% | -15.2% | +31.9% | +19.7% |
| 1Y | +23.0% | -33.9% | +57.0% | +34.5% |
| 3Y | +93.3% | +11.8% | +81.5% | +76.2% |
| All | +96.4% | +85.8% | +10.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling