+176.1%
QLD vs ALM
+2,063.1%
-1,887.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +0.8% |
| 30D | -0.1% | +32.0% | -32.1% | -3.0% |
| 3M | -8.4% | -15.0% | +6.7% | -7.9% |
| 6M | +32.2% | -10.1% | +42.3% | +31.3% |
| YTD | +28.9% | +99.4% | -70.5% | +21.8% |
| 1Y | +43.8% | +316.4% | -272.5% | +29.7% |
| All | +176.1% | +2,063.1% | -1,887.0% | +138.5% |
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