-65.3%
QID vs AMDL
+117.8%
-183.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | +3.1% |
| 7D | -2.7% | +19.9% | -22.7% | +1.9% |
| 30D | +1.8% | +6.3% | -4.5% | +4.2% |
| 3M | -2.2% | -9.9% | +7.7% | +3.6% |
| 6M | -32.1% | +394.3% | -426.4% | +19.0% |
| YTD | -28.6% | +257.3% | -285.9% | +21.0% |
| 1Y | -36.3% | +508.5% | -544.9% | +35.9% |
| All | -65.3% | +117.8% | -183.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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