+3,935.9%
AMAT vs QID
-100.0%
+4,035.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.8% |
| 30D | -14.8% | 0.0% | -14.8% | -14.5% |
| 3M | -9.3% | +3.7% | -13.0% | -1.5% |
| 6M | +27.4% | -29.9% | +57.2% | +10.8% |
| YTD | +77.6% | -28.8% | +106.3% | +58.2% |
| 1Y | +188.9% | -37.2% | +226.1% | +143.6% |
| 3Y | +202.3% | -73.7% | +276.0% | +81.8% |
| 5Y | +248.9% | -80.7% | +329.7% | +131.9% |
| 10Y | +1,585.2% | -99.1% | +1,684.3% | +210.5% |
| All | +3,935.9% | -100.0% | +4,035.8% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling