+117.1%
AMAT vs QLD
+61.4%
+55.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.7% | -0.8% | -3.8% |
| 7D | -24.3% | -18.6% | -5.7% | -11.1% |
| 30D | -39.8% | -28.3% | -11.5% | -22.0% |
| 3M | -40.2% | -20.4% | -19.8% | -28.5% |
| 6M | -22.1% | -14.3% | -7.8% | -10.0% |
| YTD | +24.7% | +2.8% | +21.9% | +27.0% |
| 1Y | +33.3% | -1.2% | +34.5% | +39.6% |
| 3Y | +133.9% | +135.3% | -1.5% | +33.1% |
| 5Y | +117.1% | +62.6% | +54.5% | +51.3% |
| All | +117.1% | +61.4% | +55.7% | +51.3% |
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 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