+66.9%
AMAT vs QSR
+12.9%
+54.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.8% |
| 7D | +11.4% | -2.9% | +14.3% | +9.8% |
| 30D | -17.0% | +4.1% | -21.2% | -15.3% |
| 3M | -30.6% | -0.7% | -30.0% | -30.1% |
| 6M | -14.9% | +0.4% | -15.4% | -12.7% |
| YTD | +44.7% | +13.5% | +31.2% | +53.8% |
| 1Y | +66.9% | +11.0% | +55.9% | +78.6% |
| All | +66.9% | +12.9% | +54.0% | +78.6% |
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