-62.0%
QID vs AMDL
+102.5%
-164.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.6% | +20.2% | -1.7% |
| 7D | -7.1% | +37.2% | -44.4% | +2.4% |
| 30D | +12.6% | -24.0% | +36.7% | +13.6% |
| 3M | +14.2% | -1.0% | +15.3% | +26.1% |
| 6M | +6.2% | -3.2% | +9.4% | +28.6% |
| YTD | -21.8% | +232.2% | -254.0% | +42.9% |
| 1Y | -23.1% | +137.7% | -160.9% | +30.7% |
| All | -62.0% | +102.5% | -164.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling