+62.6%
QLD vs AMC
-99.3%
+161.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -12.5% | -0.2% | -11.1% |
| 7D | -18.6% | 0.0% | -18.6% | -18.5% |
| 30D | -28.3% | +4.4% | -32.7% | -28.6% |
| 3M | -20.4% | +15.4% | -35.7% | -22.1% |
| 6M | -14.3% | +93.7% | -108.0% | -23.5% |
| YTD | +2.8% | +97.4% | -94.7% | -9.3% |
| 1Y | -1.2% | +23.2% | -24.4% | -7.5% |
| 3Y | +135.3% | -71.3% | +206.6% | +150.1% |
| 5Y | +62.6% | -99.3% | +161.8% | +156.1% |
| All | +62.6% | -99.3% | +161.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling