+1,315.3%
AMAT vs QSR
+134.8%
+1,180.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.6% | +11.5% |
| 7D | -1.1% | +3.9% | -4.9% | -3.1% |
| 30D | -26.9% | +9.3% | -36.2% | -30.5% |
| 3M | -31.2% | +5.9% | -37.0% | -34.0% |
| 6M | -14.7% | -1.0% | -13.7% | -16.2% |
| YTD | +44.7% | +16.7% | +28.0% | +28.3% |
| 1Y | +62.0% | +18.6% | +43.4% | +42.0% |
| 3Y | +165.0% | +25.4% | +139.6% | +119.4% |
| 5Y | +147.1% | +59.0% | +88.1% | +76.2% |
| 10Y | +1,315.3% | +130.4% | +1,184.9% | +682.4% |
| All | +1,315.3% | +134.8% | +1,180.5% | +682.4% |
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 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