+616.3%
AMAT vs QS
-44.4%
+660.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | +27.4% | -21.7% | +49.1% | +30.5% |
| YTD | +77.6% | -47.4% | +125.0% | +89.0% |
| 1Y | +188.9% | -28.4% | +217.3% | +194.2% |
| 3Y | +202.3% | -22.6% | +224.9% | +186.4% |
| 5Y | +248.9% | -75.6% | +324.5% | +243.1% |
| All | +616.3% | -44.4% | +660.7% | +635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling