+65.6%
QLD vs AMRZ
-17.3%
+82.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.2% |
| 7D | +3.0% | -2.0% | +5.0% | +3.6% |
| 30D | -1.8% | -9.8% | +8.0% | +1.3% |
| 3M | -1.8% | -17.2% | +15.4% | +3.5% |
| 6M | +36.9% | -26.9% | +63.8% | +49.2% |
| YTD | +28.7% | -21.5% | +50.2% | +37.3% |
| 1Y | +41.9% | -22.9% | +64.8% | +48.7% |
| All | +65.6% | -17.3% | +82.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling