+14.7%
QLD vs AMCR
+32.3%
-17.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | -9.4% | +6.2% | -15.6% | -10.6% |
| 30D | -17.1% | +16.0% | -33.1% | -19.9% |
| 3M | -10.4% | +4.4% | -14.8% | -11.3% |
| 6M | +0.7% | +35.5% | -34.8% | -7.6% |
| YTD | +17.7% | +21.5% | -3.8% | +10.9% |
| 1Y | +14.7% | +30.7% | -16.1% | +10.0% |
| All | +14.7% | +32.3% | -17.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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