+152.0%
QQQM vs BABA
-62.1%
+214.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | -1.2% | -12.7% | +11.5% | +0.8% |
| 3M | -0.1% | -3.0% | +2.9% | 0.0% |
| 6M | +18.0% | -19.1% | +37.0% | +21.3% |
| YTD | +16.7% | -24.7% | +41.4% | +21.0% |
| 1Y | +23.0% | -29.0% | +52.1% | +28.4% |
| 3Y | +93.3% | +30.9% | +62.4% | +78.3% |
| 5Y | +96.3% | -30.9% | +127.2% | +88.6% |
| All | +152.0% | -62.1% | +214.1% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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