+153.2%
AMAT vs QID
-77.9%
+231.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.2% |
| 7D | +19.3% | -11.8% | +31.1% | +9.3% |
| 30D | -17.9% | +14.2% | -32.2% | -5.6% |
| 3M | -30.4% | +8.8% | -39.2% | -22.2% |
| 6M | -11.4% | +1.5% | -12.9% | +0.6% |
| YTD | +48.8% | -23.8% | +72.5% | +43.2% |
| 1Y | +66.0% | -22.0% | +88.0% | +64.2% |
| 3Y | +158.8% | -71.9% | +230.7% | +58.4% |
| 5Y | +153.2% | -77.6% | +230.8% | +86.3% |
| All | +153.2% | -77.9% | +231.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling