+2,926.2%
AMAT vs QLD
+8,245.8%
-5,319.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.5% |
| 7D | -11.2% | -9.4% | -1.8% | -5.4% |
| 30D | -31.9% | -17.1% | -14.8% | -23.0% |
| 3M | -32.3% | -10.4% | -21.9% | -27.2% |
| 6M | -5.4% | +0.7% | -6.1% | -3.6% |
| YTD | +44.3% | +17.7% | +26.5% | +33.8% |
| 1Y | +61.4% | +14.7% | +46.7% | +52.4% |
| 3Y | +170.6% | +169.6% | +1.0% | +49.2% |
| 5Y | +156.4% | +86.7% | +69.8% | +67.9% |
| 10Y | +1,356.4% | +1,600.8% | -244.4% | +149.9% |
| All | +2,926.2% | +8,245.8% | -5,319.6% | +56.9% |
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