+5.2%
QLD vs AMC
+24.6%
-19.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | -10.3% | +2.6% | -12.9% | -10.2% |
| 30D | -26.1% | +9.0% | -35.1% | -26.5% |
| 3M | -17.8% | +22.2% | -39.9% | -19.4% |
| 6M | -15.6% | +91.5% | -107.0% | -24.3% |
| YTD | +5.4% | +101.3% | -95.9% | -8.7% |
| 1Y | +5.2% | +20.8% | -15.5% | +5.5% |
| All | +5.2% | +24.6% | -19.4% | +5.5% |
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