+1,321.9%
AMAT vs QID
-99.0%
+1,421.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -0.8% |
| 7D | +11.4% | -7.1% | +18.5% | +6.3% |
| 30D | -17.0% | +12.6% | -29.7% | -6.0% |
| 3M | -30.6% | +14.2% | -44.9% | -19.7% |
| 6M | -14.9% | +6.2% | -21.1% | -0.3% |
| YTD | +44.7% | -21.8% | +66.5% | +41.9% |
| 1Y | +66.9% | -23.1% | +90.0% | +63.3% |
| 3Y | +153.3% | -71.3% | +224.6% | +55.8% |
| 5Y | +146.2% | -77.0% | +223.2% | +79.8% |
| All | +1,321.9% | -99.0% | +1,421.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling