+133.5%
QLD vs AMBA
+10.0%
+123.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.4% | -3.3% | -9.1% |
| 7D | -18.6% | -14.6% | -4.0% | -13.2% |
| 30D | -28.3% | -18.8% | -9.5% | -22.3% |
| 3M | -20.4% | -32.6% | +12.2% | -8.1% |
| 6M | -14.3% | -25.8% | +11.5% | -9.4% |
| YTD | +2.8% | -22.1% | +24.9% | +4.0% |
| 1Y | -1.2% | -36.2% | +35.0% | +7.0% |
| All | +133.5% | +10.0% | +123.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling