+146.0%
QLD vs AGI
+127.5%
+18.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +7.0% | -10.1% | +17.1% | +9.8% |
| 30D | -14.3% | -6.5% | -7.8% | -13.2% |
| 3M | -16.0% | -12.8% | -3.2% | -13.6% |
| 6M | -14.2% | -34.3% | +20.1% | -6.3% |
| YTD | +12.8% | -25.6% | +38.4% | +18.3% |
| 1Y | +14.1% | -14.2% | +28.3% | +15.6% |
| 3Y | +146.0% | +127.3% | +18.7% | +91.2% |
| All | +146.0% | +127.5% | +18.5% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling