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  • QLD vs AMCR✓SelectedUSD · AMCRQLD vs AMCR performance historyLatest closeAs of-0.61%09/09
Stock and ETF performance explorer

QLD vs AMCR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,728.6%
AMCR return
+16.8%
Excess return
+1,711.7%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAMCRExcessAlpha
1D-0.6%-2.7%+2.1%+1.1%
7D+1.9%-6.3%+8.2%+6.1%
30D-1.8%-7.1%+5.3%+2.6%
3M-0.1%+12.7%-12.8%-8.3%
6M+32.6%+5.2%+27.4%+26.2%
YTD+27.9%+8.1%+19.8%+17.6%
1Y+40.3%+11.7%+28.5%+25.3%
3Y+182.5%+9.9%+172.6%+145.6%
5Y+122.5%-8.7%+131.2%+129.0%
10Y+1,728.6%+16.8%+1,711.7%+1,352.0%
All+1,728.6%+16.8%+1,711.7%+1,352.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling