+14,007.0%
AMZN vs QLD
+9,036.4%
+4,970.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.0% | +0.6% | -3.5% | -3.3% |
| 30D | -5.2% | -0.1% | -5.1% | -5.4% |
| 3M | +1.9% | -8.4% | +10.2% | +5.0% |
| 6M | +19.2% | +32.2% | -13.0% | -1.5% |
| YTD | +12.0% | +28.9% | -16.9% | -6.4% |
| 1Y | +9.7% | +43.8% | -34.1% | -14.4% |
| 3Y | +87.2% | +176.6% | -89.4% | -4.7% |
| 5Y | +48.7% | +121.6% | -72.9% | -18.5% |
| 10Y | +569.3% | +1,652.9% | -1,083.6% | -9.2% |
| All | +14,007.0% | +9,036.4% | +4,970.5% | +438.4% |
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