+153.8%
QLD vs BAM
+89.3%
+64.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.4% | +6.0% |
| 7D | -1.2% | -2.9% | +1.7% | +1.3% |
| 30D | -15.7% | +14.7% | -30.4% | -24.5% |
| 3M | -10.0% | -4.1% | -5.9% | -7.5% |
| 6M | -11.2% | +9.6% | -20.8% | -18.8% |
| YTD | +16.4% | +3.4% | +12.9% | +10.6% |
| 1Y | +12.7% | +1.0% | +11.6% | +9.2% |
| All | +153.8% | +89.3% | +64.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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