+1,162.1%
AMAT vs QID
-99.0%
+1,261.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.8% | +2.3% |
| 7D | -14.7% | +9.4% | -24.1% | -7.4% |
| 30D | -36.1% | +31.2% | -67.3% | -19.5% |
| 3M | -36.9% | +17.4% | -54.3% | -26.0% |
| 6M | -22.2% | +8.4% | -30.6% | -7.8% |
| YTD | +29.9% | -15.8% | +45.7% | +33.5% |
| 1Y | +43.3% | -16.3% | +59.6% | +48.2% |
| 3Y | +142.7% | -70.4% | +213.1% | +52.1% |
| 5Y | +126.2% | -74.8% | +201.0% | +75.3% |
| All | +1,162.1% | -99.0% | +1,261.1% | +73.1% |
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