-61.9%
QID vs AMDL
+87.1%
-149.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +26.8% | -33.6% | -0.2% |
| 7D | -0.8% | +10.3% | -11.0% | +6.0% |
| 30D | +20.1% | -38.3% | +58.3% | +14.4% |
| 3M | +11.8% | -8.7% | +20.5% | +19.9% |
| 6M | +5.5% | -14.4% | +19.9% | +22.9% |
| YTD | -21.5% | +206.9% | -228.5% | +39.3% |
| 1Y | -22.6% | +144.4% | -167.0% | +32.5% |
| All | -61.9% | +87.1% | -149.0% | -0.4% |
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