+247.2%
AMAT vs QLD
+121.5%
+125.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | -14.8% | -0.1% | -14.7% | -14.8% |
| 3M | -9.3% | -8.4% | -0.9% | -1.7% |
| 6M | +27.4% | +32.2% | -4.8% | +6.2% |
| YTD | +77.6% | +28.9% | +48.7% | +51.3% |
| 1Y | +188.9% | +43.8% | +145.1% | +128.2% |
| 3Y | +202.3% | +176.6% | +25.7% | +49.4% |
| All | +247.2% | +121.5% | +125.7% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling