+1,351.8%
QLD vs AMBA
-0.9%
+1,352.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | -0.2% |
| 7D | -10.3% | -7.2% | -3.0% | -7.0% |
| 30D | -26.1% | -10.4% | -15.7% | -22.3% |
| 3M | -17.8% | -30.1% | +12.4% | -4.4% |
| 6M | -15.6% | -22.4% | +6.9% | -11.8% |
| YTD | +5.4% | -17.3% | +22.7% | +4.6% |
| 1Y | +5.2% | -35.4% | +40.6% | +15.2% |
| 3Y | +139.4% | +18.6% | +120.8% | +78.6% |
| 5Y | +66.7% | -69.8% | +136.5% | +108.6% |
| All | +1,351.8% | -0.9% | +1,352.7% | +734.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling