+3,303.1%
QLD vs AR
-30.9%
+3,334.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.1% | +2.9% |
| 7D | -9.4% | -11.1% | +1.7% | -7.7% |
| 30D | -17.1% | +7.9% | -25.0% | -18.3% |
| 3M | -10.4% | +4.9% | -15.3% | -11.6% |
| 6M | +0.7% | -5.3% | +6.1% | +0.7% |
| YTD | +17.7% | +8.6% | +9.1% | +14.1% |
| 1Y | +14.7% | +13.7% | +1.0% | +10.1% |
| 3Y | +169.6% | +22.8% | +146.9% | +153.1% |
| 5Y | +86.7% | +82.0% | +4.7% | +62.4% |
| 10Y | +1,600.8% | +51.8% | +1,548.9% | +1,319.2% |
| All | +3,303.1% | -30.9% | +3,334.0% | +3,080.5% |
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