-58.9%
AMC vs QID
-71.4%
+12.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -1.6% |
| 7D | +3.5% | -7.1% | +10.7% | +0.6% |
| 30D | +12.5% | +12.6% | -0.2% | +20.0% |
| 3M | +23.6% | +14.2% | +9.3% | +33.3% |
| 6M | +144.4% | +6.2% | +138.2% | +161.5% |
| YTD | +108.3% | -21.8% | +130.1% | +99.2% |
| 1Y | +38.9% | -23.1% | +62.0% | +32.5% |
| 3Y | -58.9% | -71.3% | +12.5% | -71.0% |
| All | -58.9% | -71.4% | +12.5% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling