+133.5%
QLD vs ALM
+806.0%
-672.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.6% | -3.2% | -11.5% |
| 7D | -18.6% | -14.5% | -4.0% | -16.9% |
| 30D | -28.3% | -39.0% | +10.8% | -24.0% |
| 3M | -20.4% | -40.3% | +19.9% | -15.9% |
| 6M | -14.3% | -60.3% | +46.0% | -6.4% |
| YTD | +2.8% | -9.8% | +12.5% | +4.8% |
| 1Y | -1.2% | +30.8% | -32.0% | -2.1% |
| All | +133.5% | +806.0% | -672.5% | +112.4% |
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