+1,631.1%
QLD vs AMT
+96.2%
+1,534.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.1% | +4.6% | -4.8% | -2.9% |
| 3M | -8.4% | -8.4% | +0.1% | -4.9% |
| 6M | +32.2% | -6.0% | +38.2% | +33.8% |
| YTD | +28.9% | +2.1% | +26.8% | +22.2% |
| 1Y | +43.8% | -6.4% | +50.2% | +43.3% |
| 3Y | +176.6% | +8.1% | +168.5% | +118.6% |
| 5Y | +121.6% | -31.9% | +153.5% | +163.1% |
| All | +1,631.1% | +96.2% | +1,534.8% | +1,025.9% |
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