+59.3%
AMAT vs QS
-74.1%
+133.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.5% |
| 7D | -2.5% | +8.0% | -10.5% | -4.9% |
| 30D | -26.5% | -2.8% | -23.7% | -25.8% |
| 3M | -28.6% | -28.1% | -0.5% | -19.7% |
| 6M | -14.2% | -41.0% | +26.7% | +2.2% |
| YTD | +45.5% | -57.3% | +102.8% | +88.7% |
| 1Y | +59.3% | -72.7% | +132.0% | +137.0% |
| All | +59.3% | -74.1% | +133.5% | +137.0% |
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