+328.1%
AMGN vs QLD
+1,470.2%
-1,142.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -0.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +12.1% | -19.6% | +31.7% | +17.0% |
| 3M | +13.9% | -14.1% | +28.0% | +17.0% |
| 6M | +42.1% | -13.6% | +55.8% | +44.4% |
| YTD | +45.0% | +12.5% | +32.5% | +38.0% |
| 1Y | +49.3% | +13.1% | +36.2% | +41.6% |
| 3Y | +92.8% | +154.7% | -62.0% | +44.4% |
| 5Y | +156.7% | +81.1% | +75.7% | +100.3% |
| 10Y | +328.1% | +1,418.0% | -1,089.9% | +48.0% |
| All | +328.1% | +1,470.2% | -1,142.1% | +48.0% |
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