+14.1%
QLD vs ALC
-6.0%
+20.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -2.4% |
| 7D | +7.0% | -1.1% | +8.1% | +7.0% |
| 30D | -14.3% | +16.0% | -30.4% | -14.4% |
| 3M | -16.0% | +0.8% | -16.8% | -15.3% |
| 6M | -14.2% | +16.8% | -31.1% | -15.3% |
| YTD | +12.8% | -5.5% | +18.2% | +18.3% |
| 1Y | +14.1% | -5.3% | +19.3% | +19.5% |
| All | +14.1% | -6.0% | +20.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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