-1.2%
QLD vs ALLY
+0.9%
-2.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -12.0% |
| 7D | -18.6% | -1.1% | -17.4% | -18.0% |
| 30D | -28.3% | +4.2% | -32.5% | -29.7% |
| 3M | -20.4% | -12.4% | -8.0% | -14.7% |
| 6M | -14.3% | -8.7% | -5.6% | -10.3% |
| YTD | +2.8% | -11.6% | +14.4% | +8.5% |
| 1Y | -1.2% | +0.2% | -1.4% | -5.2% |
| All | -1.2% | +0.9% | -2.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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