+5,601.1%
QLD vs AMCR
+100.2%
+5,500.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | -1.9% | +2.4% | +1.4% |
| 30D | -0.1% | -4.1% | +4.0% | +1.7% |
| 3M | -8.4% | +21.7% | -30.0% | -17.3% |
| 6M | +32.2% | +1.5% | +30.7% | +29.7% |
| YTD | +28.9% | +13.1% | +15.8% | +18.8% |
| 1Y | +43.8% | +13.0% | +30.8% | +32.1% |
| 3Y | +176.6% | +6.9% | +169.7% | +156.2% |
| 5Y | +121.6% | -10.5% | +132.0% | +129.9% |
| 10Y | +1,652.9% | +20.9% | +1,632.0% | +1,428.0% |
| All | +5,601.1% | +100.2% | +5,500.9% | +4,747.7% |
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