+2,870.0%
QLD vs AR
-32.8%
+2,902.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -12.3% |
| 7D | -18.6% | -11.7% | -6.9% | -16.9% |
| 30D | -28.3% | +1.8% | -30.1% | -28.6% |
| 3M | -20.4% | +6.0% | -26.4% | -21.5% |
| 6M | -14.3% | -7.0% | -7.3% | -14.0% |
| YTD | +2.8% | +5.6% | -2.8% | +0.1% |
| 1Y | -1.2% | +10.8% | -12.0% | -4.7% |
| 3Y | +135.3% | +19.3% | +116.0% | +122.1% |
| 5Y | +62.6% | +73.3% | -10.8% | +42.6% |
| 10Y | +1,384.3% | +47.6% | +1,336.7% | +1,145.2% |
| All | +2,870.0% | -32.8% | +2,902.8% | +2,690.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling