+176.1%
QLD vs BAM
+61.4%
+114.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +0.6% | -2.0% | +2.5% | +2.1% |
| 30D | -0.1% | -2.9% | +2.8% | +1.8% |
| 3M | -8.4% | +9.4% | -17.7% | -15.4% |
| 6M | +32.2% | +10.8% | +21.5% | +20.2% |
| YTD | +28.9% | -0.4% | +29.3% | +26.8% |
| 1Y | +43.8% | -10.9% | +54.7% | +55.2% |
| All | +176.1% | +61.4% | +114.7% | +83.9% |
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