+1,321.9%
AMAT vs QSR
+137.6%
+1,184.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +11.4% | -2.9% | +14.3% | +12.9% |
| 30D | -17.0% | +4.1% | -21.2% | -19.3% |
| 3M | -30.6% | -0.7% | -30.0% | -31.3% |
| 6M | -14.9% | +0.4% | -15.4% | -17.1% |
| YTD | +44.7% | +13.5% | +31.2% | +30.0% |
| 1Y | +66.9% | +11.0% | +55.9% | +51.6% |
| 3Y | +153.3% | +22.0% | +131.3% | +112.5% |
| 5Y | +146.2% | +57.1% | +89.2% | +76.3% |
| All | +1,321.9% | +137.6% | +1,184.3% | +622.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling