+337.5%
AMD vs QLD
+121.5%
+216.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.0% |
| 30D | -0.9% | -0.1% | -0.8% | -1.0% |
| 3M | -8.7% | -8.4% | -0.4% | +0.2% |
| 6M | +136.3% | +32.2% | +104.1% | +90.8% |
| YTD | +123.0% | +28.9% | +94.1% | +85.0% |
| 1Y | +195.2% | +43.8% | +151.3% | +124.9% |
| 3Y | +336.3% | +176.6% | +159.7% | +87.2% |
| All | +337.5% | +121.5% | +216.0% | +128.6% |
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