+137.6%
QQQM vs BAM
+81.2%
+56.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | -2.7% | +6.3% | +4.6% |
| 30D | -6.7% | +15.5% | -22.2% | -11.7% |
| 3M | -7.0% | -6.9% | -0.2% | -4.8% |
| 6M | -4.6% | +9.9% | -14.5% | -8.7% |
| YTD | +11.1% | +1.4% | +9.7% | +9.1% |
| 1Y | +12.3% | +3.3% | +9.0% | +9.4% |
| 3Y | +83.6% | +83.6% | 0.0% | +46.4% |
| All | +137.6% | +81.2% | +56.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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