+188.9%
AMAT vs QSR
+33.2%
+155.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +2.4% | -3.9% | -1.0% |
| 30D | -14.8% | +7.6% | -22.4% | -13.4% |
| 3M | -9.3% | +12.6% | -21.9% | -7.1% |
| 6M | +27.4% | +14.4% | +13.0% | +30.2% |
| YTD | +77.6% | +19.6% | +57.9% | +81.4% |
| 1Y | +188.9% | +33.9% | +155.1% | +173.4% |
| All | +188.9% | +33.2% | +155.7% | +173.4% |
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