+90.0%
AMZN vs QLD
+143.1%
-53.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | +8.0% | -3.8% | +11.8% | +9.5% |
| 30D | +3.2% | -20.5% | +23.8% | +15.2% |
| 3M | -2.6% | -14.6% | +12.0% | +4.4% |
| 6M | -0.7% | -14.7% | +14.0% | +4.5% |
| YTD | +17.4% | +11.2% | +6.2% | +5.7% |
| 1Y | +9.0% | +7.1% | +1.9% | +0.1% |
| All | +90.0% | +143.1% | -53.1% | +4.9% |
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