+70.6%
QLD vs AMDL
+20.7%
+49.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -34.9% | +22.1% | -4.0% |
| 7D | -18.6% | -52.7% | +34.2% | -3.8% |
| 30D | -28.3% | -65.3% | +37.0% | -9.4% |
| 3M | -20.4% | -40.8% | +20.4% | -13.2% |
| 6M | -14.3% | -12.9% | -1.4% | -20.3% |
| YTD | +2.8% | +98.0% | -95.2% | -27.8% |
| 1Y | -1.2% | +30.1% | -31.4% | -23.8% |
| All | +70.6% | +20.7% | +49.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling