+14.7%
QLD vs AMC
+38.0%
-23.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.4% | +1.1% |
| 7D | -9.4% | +17.7% | -27.1% | -10.9% |
| 30D | -17.1% | +26.2% | -43.2% | -19.0% |
| 3M | -10.4% | +31.3% | -41.8% | -13.2% |
| 6M | +0.7% | +142.8% | -142.0% | -12.8% |
| YTD | +17.7% | +125.6% | -107.9% | +0.5% |
| 1Y | +14.7% | +40.2% | -25.6% | +8.3% |
| All | +14.7% | +38.0% | -23.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling