-5.7%
AMZN vs QLD
-13.7%
+8.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.1% |
| 7D | +7.9% | -10.3% | +18.2% | +11.1% |
| 30D | -0.2% | -26.1% | +25.8% | +8.6% |
| 3M | -4.8% | -17.8% | +13.0% | +0.7% |
| 6M | -5.7% | -15.6% | +9.9% | -2.9% |
| All | -5.7% | -13.7% | +8.0% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling