+139.4%
QLD vs ALM
+825.4%
-685.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.3% |
| 7D | -10.3% | -6.7% | -3.6% | -9.4% |
| 30D | -26.1% | -32.9% | +6.8% | -22.5% |
| 3M | -17.8% | -39.5% | +21.7% | -13.3% |
| 6M | -15.6% | -62.0% | +46.4% | -7.5% |
| YTD | +5.4% | -7.8% | +13.2% | +7.2% |
| 1Y | +5.2% | +26.7% | -21.4% | +4.4% |
| 3Y | +139.4% | +825.4% | -685.9% | +117.2% |
| All | +139.4% | +825.4% | -685.9% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling