-98.7%
AMC vs QID
-99.0%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.8% | +15.1% | +5.1% |
| 7D | +6.6% | -0.8% | +7.4% | +7.7% |
| 30D | +14.1% | +20.1% | -6.0% | +26.2% |
| 3M | +31.3% | +11.8% | +19.5% | +41.4% |
| 6M | +126.7% | +5.5% | +121.1% | +142.2% |
| YTD | +117.9% | -21.5% | +139.5% | +107.5% |
| 1Y | +41.1% | -22.6% | +63.7% | +34.3% |
| 3Y | -61.0% | -72.3% | +11.3% | -74.3% |
| 5Y | -99.1% | -76.9% | -22.3% | -99.4% |
| 10Y | -98.7% | -99.0% | +0.3% | -99.6% |
| All | -98.7% | -99.0% | +0.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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