+93.7%
QQQM vs BABA
+29.6%
+64.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.3% |
| 30D | -0.6% | -17.3% | +16.7% | +2.0% |
| 3M | +1.3% | -7.8% | +9.1% | +2.2% |
| 6M | +18.2% | -16.8% | +35.0% | +20.7% |
| YTD | +16.9% | -24.7% | +41.6% | +20.9% |
| 1Y | +24.0% | -24.9% | +49.0% | +28.0% |
| All | +93.7% | +29.6% | +64.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling