+4,239.1%
QLD vs ALM
+7,705.7%
-3,466.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | -0.1% | +32.0% | -32.1% | -0.3% |
| 3M | -8.4% | -15.0% | +6.7% | -8.3% |
| 6M | +32.2% | -10.1% | +42.3% | +32.2% |
| YTD | +28.9% | +99.4% | -70.5% | +28.4% |
| 1Y | +43.8% | +316.4% | -272.5% | +42.8% |
| 3Y | +176.6% | +2,022.0% | -1,845.4% | +172.4% |
| 5Y | +121.6% | +941.2% | -819.6% | +118.5% |
| 10Y | +1,652.9% | +2,950.3% | -1,297.4% | +1,620.3% |
| All | +4,239.1% | +7,705.7% | -3,466.7% | +4,104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling