+176.1%
QLD vs AWK
+10.2%
+165.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +0.6% | +1.7% | -1.2% | +1.1% |
| 30D | -0.1% | +5.6% | -5.7% | +1.7% |
| 3M | -8.4% | +15.9% | -24.2% | -3.8% |
| 6M | +32.2% | +4.6% | +27.6% | +35.8% |
| YTD | +28.9% | +10.1% | +18.9% | +34.2% |
| 1Y | +43.8% | +2.1% | +41.7% | +47.9% |
| All | +176.1% | +10.2% | +165.9% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling