+963.2%
AMGN vs QLD
+7,781.2%
-6,817.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.7% |
| 30D | +12.1% | -20.5% | +32.7% | +19.0% |
| 3M | +12.2% | -14.6% | +26.8% | +16.4% |
| 6M | +42.1% | -14.7% | +56.8% | +45.6% |
| YTD | +45.0% | +11.2% | +33.9% | +36.5% |
| 1Y | +47.7% | +7.1% | +40.6% | +40.2% |
| 3Y | +90.4% | +141.1% | -50.7% | +34.1% |
| 5Y | +154.9% | +84.3% | +70.7% | +79.5% |
| 10Y | +313.6% | +1,450.1% | -1,136.5% | +19.3% |
| All | +963.2% | +7,781.2% | -6,817.9% | +49.3% |
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