+61.4%
AMAT vs QS
-71.4%
+132.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.8% | -5.8% |
| 7D | -11.2% | +4.5% | -15.7% | -12.6% |
| 30D | -31.9% | -4.1% | -27.8% | -31.1% |
| 3M | -32.3% | -22.1% | -10.2% | -26.6% |
| 6M | -5.4% | -38.4% | +33.0% | +10.6% |
| YTD | +44.3% | -57.5% | +101.7% | +85.9% |
| 1Y | +61.4% | -71.3% | +132.7% | +133.9% |
| All | +61.4% | -71.4% | +132.8% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling