+53.3%
AMZN vs QLD
+89.9%
-36.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.4% | -4.4% |
| 7D | +0.1% | -1.2% | +1.2% | -0.1% |
| 30D | +2.6% | -15.7% | +18.3% | +12.0% |
| 3M | -2.2% | -10.0% | +7.8% | +2.4% |
| 6M | -1.0% | -11.2% | +10.2% | +2.3% |
| YTD | +15.3% | +16.4% | -1.0% | +0.2% |
| 1Y | +6.9% | +12.7% | -5.8% | -5.5% |
| 3Y | +85.4% | +152.3% | -66.9% | -5.8% |
| 5Y | +53.3% | +91.8% | -38.5% | -17.0% |
| All | +53.3% | +89.9% | -36.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling