+75.0%
QLD vs AMDL
+47.6%
+27.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +22.3% | -19.7% | -3.0% |
| 7D | -10.3% | -26.2% | +15.9% | -5.2% |
| 30D | -26.1% | -57.1% | +31.0% | -11.8% |
| 3M | -17.8% | -29.8% | +12.1% | -14.5% |
| 6M | -15.6% | -22.2% | +6.7% | -18.8% |
| YTD | +5.4% | +142.1% | -136.7% | -29.9% |
| 1Y | +5.2% | +85.8% | -80.6% | -26.2% |
| All | +75.0% | +47.6% | +27.4% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling