-65.1%
QID vs AMDL
+131.0%
-196.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.6% | +2.0% |
| 7D | -1.9% | +29.0% | -30.9% | +4.6% |
| 30D | +1.7% | +19.1% | -17.4% | +7.0% |
| 3M | -3.9% | +1.8% | -5.7% | +4.8% |
| 6M | -30.0% | +374.4% | -404.4% | +21.3% |
| YTD | -28.2% | +278.9% | -307.1% | +23.4% |
| 1Y | -35.6% | +510.6% | -546.2% | +36.8% |
| All | -65.1% | +131.0% | -196.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling