+35.6%
QLD vs AMRZ
-17.5%
+53.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.1% |
| 7D | -10.3% | +1.2% | -11.5% | -10.5% |
| 30D | -26.1% | +15.1% | -41.1% | -29.3% |
| 3M | -17.8% | -18.1% | +0.3% | -12.7% |
| 6M | -15.6% | -23.5% | +7.9% | -8.8% |
| YTD | +5.4% | -21.6% | +27.0% | +12.5% |
| 1Y | +5.2% | -14.7% | +20.0% | +9.8% |
| All | +35.6% | -17.5% | +53.1% | +40.5% |
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