+1,315.8%
QLD vs AMT
+119.7%
+1,196.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.5% |
| 7D | -18.6% | +4.4% | -22.9% | -20.6% |
| 30D | -28.3% | +17.7% | -46.0% | -35.3% |
| 3M | -20.4% | +16.7% | -37.1% | -27.9% |
| 6M | -14.3% | +11.1% | -25.4% | -22.0% |
| YTD | +2.8% | +13.9% | -11.1% | -9.2% |
| 1Y | -1.2% | +12.5% | -13.7% | -12.2% |
| 3Y | +135.3% | +13.2% | +122.2% | +84.8% |
| 5Y | +62.6% | -17.9% | +80.4% | +68.3% |
| All | +1,315.8% | +119.7% | +1,196.1% | +791.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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