+41.9%
QLD vs AGI
+11.7%
+30.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +3.0% | +4.4% | -1.4% | +1.8% |
| 30D | -1.8% | +10.0% | -11.8% | -4.4% |
| 3M | -1.8% | +1.7% | -3.5% | -3.0% |
| 6M | +36.9% | -26.8% | +63.7% | +44.2% |
| YTD | +28.7% | -5.3% | +34.0% | +28.1% |
| 1Y | +41.9% | +11.5% | +30.4% | +32.4% |
| All | +41.9% | +11.7% | +30.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling