+121.0%
QLD vs AR
+143.7%
-22.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -0.1% | +14.8% | -14.9% | -3.9% |
| 3M | -8.4% | +6.2% | -14.6% | -10.4% |
| 6M | +32.2% | +4.3% | +27.9% | +28.6% |
| YTD | +28.9% | +14.4% | +14.5% | +21.3% |
| 1Y | +43.8% | +21.3% | +22.5% | +32.1% |
| 3Y | +176.6% | +39.8% | +136.8% | +140.3% |
| All | +121.0% | +143.7% | -22.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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