+3,990.3%
QLD vs AMBA
+722.2%
+3,268.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.4% | -3.3% | -9.2% |
| 7D | -18.6% | -14.6% | -4.0% | -13.4% |
| 30D | -28.3% | -18.8% | -9.5% | -22.4% |
| 3M | -20.4% | -32.6% | +12.2% | -8.3% |
| 6M | -14.3% | -25.8% | +11.5% | -9.0% |
| YTD | +2.8% | -22.1% | +24.9% | +5.3% |
| 1Y | -1.2% | -36.2% | +35.0% | +7.7% |
| 3Y | +135.3% | +10.0% | +125.3% | +96.0% |
| 5Y | +62.6% | -71.6% | +134.1% | +102.8% |
| 10Y | +1,384.3% | -4.7% | +1,389.0% | +1,044.7% |
| All | +3,990.3% | +722.2% | +3,268.0% | +1,840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling