+84.3%
QLD vs AMT
-19.6%
+103.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -3.8% | +1.6% | -5.4% | -4.3% |
| 30D | -20.5% | +4.5% | -25.0% | -21.8% |
| 3M | -14.6% | +13.8% | -28.4% | -18.3% |
| 6M | -14.7% | +10.0% | -24.7% | -18.5% |
| YTD | +11.2% | +11.8% | -0.6% | +4.7% |
| 1Y | +7.1% | +10.2% | -3.1% | +1.3% |
| 3Y | +141.1% | +15.1% | +125.9% | +96.1% |
| 5Y | +84.3% | -18.8% | +103.1% | +101.8% |
| All | +84.3% | -19.6% | +103.9% | +101.8% |
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