+142.9%
QQQM vs BABA
-67.3%
+210.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.8% |
| 7D | +6.2% | -12.7% | +18.9% | +8.4% |
| 30D | -7.4% | -14.9% | +7.4% | -5.2% |
| 3M | -4.8% | -24.6% | +19.8% | -0.8% |
| 6M | -2.4% | -29.3% | +26.9% | +2.3% |
| YTD | +12.4% | -35.0% | +47.5% | +19.1% |
| 1Y | +11.4% | -39.7% | +51.1% | +19.2% |
| 3Y | +85.4% | +21.2% | +64.2% | +72.6% |
| 5Y | +80.3% | -39.9% | +120.2% | +76.9% |
| All | +142.9% | -67.3% | +210.2% | +158.1% |
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 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