+7,256.1%
QLD vs AME
+1,825.0%
+5,431.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.9% | -6.8% | -6.0% |
| 7D | -18.6% | -11.4% | -7.1% | -6.4% |
| 30D | -28.3% | -12.1% | -16.2% | -16.9% |
| 3M | -20.4% | -12.3% | -8.0% | -7.8% |
| 6M | -14.3% | -4.6% | -9.6% | -9.4% |
| YTD | +2.8% | +9.1% | -6.3% | -7.4% |
| 1Y | -1.2% | +13.3% | -14.5% | -14.7% |
| 3Y | +135.3% | +58.2% | +77.1% | +36.0% |
| 5Y | +62.6% | +63.4% | -0.9% | -4.2% |
| 10Y | +1,384.3% | +436.7% | +947.6% | +138.4% |
| All | +7,256.1% | +1,825.0% | +5,431.1% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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