+139.4%
QLD vs AWK
+24.3%
+115.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +1.9% |
| 7D | -10.3% | +4.1% | -14.4% | -8.5% |
| 30D | -26.1% | +18.0% | -44.0% | -20.2% |
| 3M | -17.8% | +12.2% | -30.0% | -12.9% |
| 6M | -15.6% | +21.2% | -36.8% | -7.3% |
| YTD | +5.4% | +17.6% | -12.2% | +15.1% |
| 1Y | +5.2% | +19.2% | -14.0% | +15.6% |
| 3Y | +139.4% | +26.7% | +112.7% | +160.9% |
| All | +139.4% | +24.3% | +115.2% | +160.9% |
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