+8.4%
QLD vs AMT
+11.6%
-3.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.3% |
| 30D | -19.6% | +3.7% | -23.3% | -18.7% |
| 3M | -14.1% | +10.7% | -24.9% | -12.2% |
| 6M | -13.6% | +9.3% | -22.9% | -11.7% |
| YTD | +12.5% | +10.9% | +1.6% | +15.3% |
| All | +8.4% | +11.6% | -3.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling