+4,560.6%
QLD vs AMCR
+105.2%
+4,455.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.6% |
| 7D | -10.3% | -5.3% | -5.0% | -7.8% |
| 30D | -26.1% | +8.7% | -34.8% | -29.2% |
| 3M | -17.8% | -3.3% | -14.5% | -16.8% |
| 6M | -15.6% | +15.1% | -30.6% | -22.1% |
| YTD | +5.4% | +12.4% | -7.0% | -2.9% |
| 1Y | +5.2% | +15.8% | -10.6% | -4.6% |
| 3Y | +139.4% | +16.7% | +122.7% | +111.6% |
| 5Y | +66.7% | -5.1% | +71.8% | +68.1% |
| 10Y | +1,422.1% | +21.5% | +1,400.5% | +1,205.5% |
| All | +4,560.6% | +105.2% | +4,455.4% | +3,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling