+2,754.0%
QLD vs ALLY
+104.2%
+2,649.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | -0.3% |
| 7D | -9.4% | +2.4% | -11.8% | -10.7% |
| 30D | -17.1% | +5.6% | -22.6% | -19.7% |
| 3M | -10.4% | -11.7% | +1.3% | -4.2% |
| 6M | +0.7% | -7.0% | +7.8% | +4.4% |
| YTD | +17.7% | -10.4% | +28.2% | +23.8% |
| 1Y | +14.7% | +2.4% | +12.3% | +11.6% |
| 3Y | +169.6% | +59.2% | +110.4% | +97.6% |
| 5Y | +86.7% | -5.0% | +91.7% | +80.0% |
| 10Y | +1,600.8% | +204.5% | +1,396.3% | +723.0% |
| All | +2,754.0% | +104.2% | +2,649.8% | +1,603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling