+6,634.6%
QLD vs AWK
+1,037.8%
+5,596.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.5% |
| 30D | -15.7% | +15.5% | -31.2% | -24.2% |
| 3M | -10.0% | +10.0% | -20.0% | -16.8% |
| 6M | -11.2% | +20.4% | -31.6% | -24.1% |
| YTD | +16.4% | +17.1% | -0.7% | -0.4% |
| 1Y | +12.7% | +18.3% | -5.6% | -4.7% |
| 3Y | +152.3% | +30.4% | +121.9% | +78.3% |
| 5Y | +91.8% | -2.7% | +94.4% | +74.9% |
| 10Y | +1,520.2% | +154.7% | +1,365.5% | +557.7% |
| All | +6,634.6% | +1,037.8% | +5,596.8% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling