+24.5%
ALAB vs QLD
+13.1%
+11.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -7.4% |
| 7D | -24.9% | -9.4% | -15.5% | -12.1% |
| 30D | -38.4% | -17.1% | -21.3% | -16.5% |
| 3M | -38.3% | -10.4% | -27.9% | -24.7% |
| 6M | +10.9% | +0.7% | +10.2% | +21.1% |
| YTD | +34.2% | +17.7% | +16.5% | +19.4% |
| 1Y | +24.5% | +14.7% | +9.8% | +15.5% |
| All | +24.5% | +13.1% | +11.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling