+5,030.8%
QLD vs AMBA
+837.3%
+4,193.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.6% | -11.0% | +11.5% | +4.9% |
| 30D | -0.1% | -23.2% | +23.0% | +9.8% |
| 3M | -8.4% | -12.7% | +4.4% | -6.5% |
| 6M | +32.2% | +11.2% | +21.0% | +20.6% |
| YTD | +28.9% | -11.2% | +40.1% | +26.1% |
| 1Y | +43.8% | -22.5% | +66.4% | +45.2% |
| 3Y | +176.6% | -1.3% | +177.9% | +140.2% |
| 5Y | +121.6% | -54.2% | +175.7% | +135.6% |
| 10Y | +1,652.9% | -6.1% | +1,659.0% | +1,226.3% |
| All | +5,030.8% | +837.3% | +4,193.5% | +2,224.3% |
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