+196.6%
AMD vs QLD
+61.4%
+135.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.7% | -4.5% | -5.4% |
| 7D | -28.6% | -18.6% | -10.0% | -12.6% |
| 30D | -37.7% | -28.3% | -9.4% | -14.0% |
| 3M | -16.1% | -20.4% | +4.3% | +5.5% |
| 6M | +13.8% | -14.3% | +28.1% | +37.9% |
| YTD | +88.8% | +2.8% | +86.1% | +96.9% |
| 1Y | +57.8% | -1.2% | +59.0% | +70.8% |
| 3Y | +260.3% | +135.3% | +125.0% | +83.9% |
| 5Y | +196.6% | +62.6% | +134.0% | +114.6% |
| All | +196.6% | +61.4% | +135.2% | +114.6% |
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