+641.7%
AMZN vs QLD
+1,468.8%
-827.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | +2.8% | +7.0% | -4.2% | -1.2% |
| 30D | +5.0% | -14.3% | +19.3% | +13.1% |
| 3M | +0.6% | -16.0% | +16.6% | +9.2% |
| 6M | -1.3% | -14.2% | +13.0% | +3.9% |
| YTD | +15.5% | +12.8% | +2.8% | +3.5% |
| 1Y | +12.2% | +14.1% | -1.8% | -0.2% |
| 3Y | +87.0% | +146.0% | -58.9% | +3.6% |
| 5Y | +51.3% | +82.0% | -30.7% | -6.9% |
| All | +641.7% | +1,468.8% | -827.1% | +10.1% |
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