+61.4%
AMAT vs QSR
+23.8%
+37.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -0.8% |
| 7D | -11.2% | +5.2% | -16.4% | -9.0% |
| 30D | -31.9% | +12.2% | -44.1% | -28.3% |
| 3M | -32.3% | +7.0% | -39.4% | -29.9% |
| 6M | -5.4% | -0.3% | -5.1% | -1.7% |
| YTD | +44.3% | +18.0% | +26.3% | +55.4% |
| 1Y | +61.4% | +22.6% | +38.7% | +71.8% |
| All | +61.4% | +23.8% | +37.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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