+114.0%
QLD vs AMDL
+95.0%
+19.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -1.9% |
| 7D | +0.6% | +4.5% | -4.0% | -0.6% |
| 30D | -0.1% | -4.4% | +4.3% | +0.2% |
| 3M | -8.4% | -30.5% | +22.1% | -4.6% |
| 6M | +32.2% | +300.9% | -268.7% | -15.5% |
| YTD | +28.9% | +219.9% | -191.0% | -16.7% |
| 1Y | +43.8% | +374.7% | -330.9% | -23.2% |
| All | +114.0% | +95.0% | +19.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling