+121.0%
QLD vs ALM
+951.0%
-830.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -8.4% | -15.0% | +6.7% | -7.8% |
| 6M | +32.2% | -10.1% | +42.3% | +31.4% |
| YTD | +28.9% | +99.4% | -70.5% | +21.1% |
| 1Y | +43.8% | +316.4% | -272.5% | +27.9% |
| 3Y | +176.6% | +2,022.0% | -1,845.4% | +116.6% |
| All | +121.0% | +951.0% | -830.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling