+337.4%
AMD vs QLD
+168.6%
+168.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.9% |
| 7D | -15.5% | -9.4% | -6.1% | -6.2% |
| 30D | -22.6% | -17.1% | -5.6% | -5.7% |
| 3M | -5.7% | -10.4% | +4.7% | +6.5% |
| 6M | +43.1% | +0.7% | +42.4% | +48.6% |
| YTD | +128.2% | +17.7% | +110.5% | +107.0% |
| 1Y | +95.5% | +14.7% | +80.8% | +82.2% |
| All | +337.4% | +168.6% | +168.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling