+4,586.8%
QLD vs AMBA
+807.9%
+3,778.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | -9.4% | -8.1% | -1.3% | -6.4% |
| 30D | -17.1% | -10.8% | -6.3% | -13.6% |
| 3M | -10.4% | -25.9% | +15.5% | -0.6% |
| 6M | +0.7% | -13.9% | +14.6% | +0.8% |
| YTD | +17.7% | -14.0% | +31.8% | +16.0% |
| 1Y | +14.7% | -25.7% | +40.4% | +17.6% |
| 3Y | +169.6% | +21.5% | +148.2% | +115.8% |
| 5Y | +86.7% | -68.9% | +155.6% | +124.5% |
| 10Y | +1,600.8% | +5.2% | +1,595.6% | +1,160.5% |
| All | +4,586.8% | +807.9% | +3,778.9% | +2,037.1% |
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