-14.3%
QLD vs BAM
+12.2%
-26.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -11.6% |
| 7D | -18.6% | +7.9% | -26.5% | -20.3% |
| 30D | -28.3% | +16.0% | -44.3% | -32.0% |
| 3M | -20.4% | +0.6% | -21.0% | -19.7% |
| 6M | -14.3% | +10.5% | -24.8% | -17.2% |
| All | -14.3% | +12.2% | -26.5% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling