+3,625.5%
QLD vs AR
-27.2%
+3,652.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -8.4% | +6.2% | -14.6% | -9.7% |
| 6M | +32.2% | +4.3% | +27.9% | +30.0% |
| YTD | +28.9% | +14.4% | +14.5% | +24.3% |
| 1Y | +43.8% | +21.3% | +22.5% | +36.9% |
| 3Y | +176.6% | +39.8% | +136.8% | +154.7% |
| 5Y | +121.6% | +142.1% | -20.5% | +85.3% |
| 10Y | +1,652.9% | +52.0% | +1,600.9% | +1,366.6% |
| All | +3,625.5% | -27.2% | +3,652.7% | +3,364.6% |
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