+1,707.5%
AMAT vs QSR
+126.5%
+1,580.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | +6.9% | -2.4% | +9.3% | +8.1% |
| 30D | -10.1% | +5.7% | -15.8% | -12.9% |
| 3M | -6.0% | +6.9% | -12.9% | -10.3% |
| 6M | +38.6% | +6.9% | +31.8% | +31.2% |
| YTD | +83.1% | +14.9% | +68.2% | +65.2% |
| 1Y | +188.3% | +29.1% | +159.2% | +143.0% |
| 3Y | +225.3% | +26.1% | +199.2% | +170.1% |
| 5Y | +262.0% | +42.3% | +219.7% | +177.5% |
| 10Y | +1,707.5% | +134.0% | +1,573.5% | +931.2% |
| All | +1,707.5% | +126.5% | +1,580.9% | +931.2% |
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