+1,822.8%
AMD vs QLD
+8,245.8%
-6,423.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.4% |
| 7D | -15.5% | -9.4% | -6.1% | -8.5% |
| 30D | -22.6% | -17.1% | -5.6% | -10.0% |
| 3M | -5.7% | -10.4% | +4.7% | +3.7% |
| 6M | +43.1% | +0.7% | +42.4% | +48.1% |
| YTD | +128.2% | +17.7% | +110.5% | +112.0% |
| 1Y | +95.5% | +14.7% | +80.8% | +85.9% |
| 3Y | +335.4% | +169.6% | +165.8% | +121.5% |
| 5Y | +255.5% | +86.7% | +168.8% | +131.8% |
| 10Y | +7,350.9% | +1,600.8% | +5,750.2% | +825.1% |
| All | +1,822.8% | +8,245.8% | -6,423.0% | -42.5% |
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 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