+5.2%
QLD vs AMDL
+62.4%
-57.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +22.3% | -19.7% | -2.5% |
| 7D | -10.3% | -26.2% | +15.9% | -5.6% |
| 30D | -26.1% | -57.1% | +31.0% | -13.5% |
| 3M | -17.8% | -29.8% | +12.1% | -14.4% |
| 6M | -15.6% | -22.2% | +6.7% | -16.6% |
| YTD | +5.4% | +142.1% | -136.7% | -20.5% |
| 1Y | +5.2% | +85.8% | -80.6% | -17.4% |
| All | +5.2% | +62.4% | -57.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling