+153.2%
QQQM vs BABA
-60.9%
+214.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -0.7% | -12.3% | +11.6% | +1.3% |
| 3M | +0.4% | -5.3% | +5.7% | +0.9% |
| 6M | +20.1% | -13.1% | +33.1% | +22.0% |
| YTD | +17.2% | -22.4% | +39.7% | +21.0% |
| 1Y | +24.7% | -19.5% | +44.2% | +27.5% |
| 3Y | +96.6% | +32.9% | +63.6% | +80.8% |
| 5Y | +95.0% | -29.9% | +124.9% | +86.9% |
| All | +153.2% | -60.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling