+203.0%
AMAT vs QS
-22.6%
+225.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | -14.8% | -0.7% | -14.1% | -14.8% |
| 3M | -9.3% | -39.6% | +30.4% | -3.1% |
| 6M | +27.4% | -21.7% | +49.1% | +31.5% |
| YTD | +77.6% | -47.4% | +125.0% | +90.9% |
| 1Y | +188.9% | -28.4% | +217.3% | +197.6% |
| All | +203.0% | -22.6% | +225.6% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling