+62.6%
QLD vs AMT
-18.8%
+81.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.6% |
| 7D | -18.6% | +4.4% | -22.9% | -19.6% |
| 30D | -28.3% | +17.7% | -46.0% | -32.0% |
| 3M | -20.4% | +16.7% | -37.1% | -24.4% |
| 6M | -14.3% | +11.1% | -25.4% | -18.3% |
| YTD | +2.8% | +13.9% | -11.1% | -3.8% |
| 1Y | -1.2% | +12.5% | -13.7% | -7.1% |
| 3Y | +135.3% | +13.2% | +122.2% | +96.2% |
| 5Y | +62.6% | -17.9% | +80.4% | +77.1% |
| All | +62.6% | -18.8% | +81.3% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling