+170.1%
AMAT vs QS
-22.5%
+192.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.4% | +6.9% |
| 7D | +7.0% | -5.0% | +11.9% | +7.9% |
| 30D | -20.6% | -1.4% | -19.2% | -20.5% |
| 3M | -24.8% | -33.6% | +8.8% | -20.3% |
| 6M | -10.7% | -47.6% | +36.8% | -2.7% |
| YTD | +54.3% | -59.6% | +113.9% | +71.9% |
| 1Y | +73.7% | -73.5% | +147.3% | +101.8% |
| All | +170.1% | -22.5% | +192.6% | +167.0% |
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 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