+6,406.4%
AMD vs QLD
+1,646.9%
+4,759.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.1% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | -8.7% | -8.4% | -0.4% | -0.4% |
| 6M | +136.3% | +32.2% | +104.1% | +94.9% |
| YTD | +123.0% | +28.9% | +94.1% | +88.6% |
| 1Y | +195.2% | +43.8% | +151.3% | +130.9% |
| 3Y | +336.3% | +176.6% | +159.7% | +103.5% |
| 5Y | +334.5% | +121.6% | +212.9% | +133.2% |
| All | +6,406.4% | +1,646.9% | +4,759.5% | +381.5% |
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 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