+87.8%
QLD vs AHR
+408.0%
-320.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -3.8% | +8.1% | -11.9% | -5.5% |
| 30D | -20.5% | +16.9% | -37.5% | -23.5% |
| 3M | -14.6% | +7.6% | -22.2% | -16.2% |
| 6M | -14.7% | +16.0% | -30.6% | -18.5% |
| YTD | +11.2% | +28.1% | -16.9% | +1.7% |
| 1Y | +7.1% | +22.8% | -15.7% | -0.5% |
| All | +87.8% | +408.0% | -320.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling