+9,127.5%
QLD vs AME
+1,949.2%
+7,178.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.4% |
| 7D | +0.6% | +0.6% | -0.1% | -0.1% |
| 30D | -0.1% | -6.7% | +6.6% | +7.7% |
| 3M | -8.4% | +4.1% | -12.4% | -12.1% |
| 6M | +32.2% | +1.6% | +30.6% | +29.5% |
| YTD | +28.9% | +16.1% | +12.8% | +8.1% |
| 1Y | +43.8% | +27.3% | +16.5% | +7.5% |
| 3Y | +176.6% | +50.9% | +125.7% | +69.0% |
| 5Y | +121.6% | +81.4% | +40.2% | +16.1% |
| 10Y | +1,652.9% | +417.0% | +1,236.0% | +192.7% |
| All | +9,127.5% | +1,949.2% | +7,178.3% | +251.5% |
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