+91.9%
QLD vs AMDL
+145.7%
-53.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.5% | -3.6% |
| 7D | +12.5% | +103.5% | -91.0% | -7.0% |
| 30D | -15.7% | -18.3% | +2.6% | -14.9% |
| 3M | -11.9% | +20.1% | -32.0% | -20.5% |
| 6M | -10.3% | +15.9% | -26.2% | -22.3% |
| YTD | +15.6% | +303.0% | -287.4% | -32.9% |
| 1Y | +12.1% | +164.0% | -151.9% | -27.9% |
| All | +91.9% | +145.7% | -53.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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