+400.4%
ALAB vs QLD
+111.9%
+288.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.3% |
| 7D | +7.2% | +0.6% | +6.7% | +6.6% |
| 30D | -2.5% | -0.1% | -2.4% | -2.1% |
| 3M | -13.3% | -8.4% | -4.9% | +0.3% |
| 6M | +172.8% | +32.2% | +140.6% | +110.3% |
| YTD | +86.6% | +28.9% | +57.7% | +48.3% |
| 1Y | +65.2% | +43.8% | +21.3% | +17.9% |
| All | +400.4% | +111.9% | +288.5% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling