-14.3%
QLD vs ALC
+3.4%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.7% | -13.0% |
| 7D | -18.6% | +7.6% | -26.2% | -16.6% |
| 30D | -28.3% | +21.1% | -49.4% | -23.7% |
| 3M | -20.4% | +8.5% | -28.9% | -17.9% |
| 6M | -14.3% | +2.8% | -17.1% | -11.9% |
| All | -14.3% | +3.4% | -17.7% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling