+1,162.1%
AMAT vs QLD
+1,375.1%
-213.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.3% |
| 7D | -14.7% | -10.3% | -4.4% | -7.3% |
| 30D | -36.1% | -26.1% | -10.0% | -19.8% |
| 3M | -36.9% | -17.8% | -19.1% | -26.8% |
| 6M | -22.2% | -15.6% | -6.6% | -9.6% |
| YTD | +29.9% | +5.4% | +24.6% | +29.5% |
| 1Y | +43.3% | +5.2% | +38.0% | +43.0% |
| 3Y | +142.7% | +139.4% | +3.2% | +34.4% |
| 5Y | +126.2% | +66.7% | +59.5% | +50.7% |
| All | +1,162.1% | +1,375.1% | -213.0% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling