+43.3%
AMAT vs QS
-74.7%
+117.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.7% |
| 7D | -14.7% | +5.4% | -20.1% | -16.1% |
| 30D | -36.1% | -5.3% | -30.8% | -34.9% |
| 3M | -36.9% | -22.6% | -14.3% | -31.2% |
| 6M | -22.2% | -46.2% | +24.0% | -4.8% |
| YTD | +29.9% | -58.9% | +88.9% | +68.8% |
| 1Y | +43.3% | -73.1% | +116.3% | +106.2% |
| All | +43.3% | -74.7% | +117.9% | +106.2% |
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