+1,728.6%
QLD vs AMCR
+16.8%
+1,711.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 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