+424.1%
AMAT vs QS
-56.5%
+480.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.7% |
| 7D | -14.7% | +5.4% | -20.1% | -15.2% |
| 30D | -36.1% | -5.3% | -30.8% | -35.7% |
| 3M | -36.9% | -22.6% | -14.3% | -35.1% |
| 6M | -22.2% | -46.2% | +24.0% | -16.9% |
| YTD | +29.9% | -58.9% | +88.9% | +42.0% |
| 1Y | +43.3% | -73.1% | +116.3% | +63.0% |
| 3Y | +142.7% | -27.2% | +169.9% | +132.4% |
| 5Y | +126.2% | -86.2% | +212.4% | +130.1% |
| All | +424.1% | -56.5% | +480.7% | +452.5% |
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