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  • QLD vs AWK✓SelectedUSD · AWKQLD vs AWK performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs AWK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,360.9%
AWK return
+969.7%
Excess return
+6,391.2%
Maximum drawdown
-78.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAWKExcessAlpha
1D+0.3%-0.1%+0.5%+0.4%
7D+0.6%+1.7%-1.2%-0.6%
30D-0.1%+5.6%-5.7%-3.9%
3M-8.4%+15.9%-24.2%-18.5%
6M+32.2%+4.6%+27.6%+24.7%
YTD+28.9%+10.1%+18.9%+16.4%
1Y+43.8%+2.1%+41.7%+35.1%
3Y+176.6%+9.8%+166.7%+125.4%
5Y+121.6%-15.4%+136.9%+125.8%
10Y+1,652.9%+129.4%+1,523.5%+677.9%
All+7,360.9%+969.7%+6,391.2%+673.3%

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