+259.9%
ALAB vs QLD
+93.5%
+166.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -6.8% |
| 7D | -24.9% | -9.4% | -15.5% | -14.7% |
| 30D | -38.4% | -17.1% | -21.3% | -21.1% |
| 3M | -38.3% | -10.4% | -27.9% | -27.1% |
| 6M | +10.9% | +0.7% | +10.2% | +19.9% |
| YTD | +34.2% | +17.7% | +16.5% | +22.4% |
| 1Y | +24.5% | +14.7% | +9.8% | +17.8% |
| All | +259.9% | +93.5% | +166.4% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling