+91.0%
AMGN vs QLD
+146.5%
-55.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | +1.1% | +7.0% | -5.9% | +0.3% |
| 30D | +9.3% | -14.3% | +23.6% | +11.0% |
| 3M | +12.1% | -16.0% | +28.1% | +14.0% |
| 6M | +40.3% | -14.2% | +54.5% | +41.5% |
| YTD | +45.2% | +12.8% | +32.4% | +40.1% |
| 1Y | +42.4% | +14.1% | +28.4% | +37.1% |
| 3Y | +91.0% | +146.0% | -54.9% | +50.9% |
| All | +91.0% | +146.5% | -55.5% | +50.9% |
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