+142.5%
QLD vs AWK
+31.4%
+111.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -0.8% |
| 7D | -3.8% | +2.7% | -6.5% | -2.5% |
| 30D | -20.5% | +16.7% | -37.2% | -14.6% |
| 3M | -14.6% | +11.7% | -26.4% | -9.7% |
| 6M | -14.7% | +21.9% | -36.6% | -6.1% |
| YTD | +11.2% | +17.6% | -6.4% | +21.5% |
| 1Y | +7.1% | +19.8% | -12.7% | +17.9% |
| All | +142.5% | +31.4% | +111.2% | +161.2% |
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