-97.7%
AMC vs QID
-99.6%
+1.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +0.8% |
| 7D | +2.6% | +9.4% | -6.8% | +7.9% |
| 30D | +9.0% | +31.2% | -22.2% | +25.0% |
| 3M | +22.2% | +17.4% | +4.8% | +34.0% |
| 6M | +91.5% | +8.4% | +83.0% | +106.2% |
| YTD | +101.3% | -15.8% | +117.1% | +97.5% |
| 1Y | +20.8% | -16.3% | +37.1% | +18.9% |
| 3Y | -71.3% | -70.4% | -0.9% | -80.4% |
| 5Y | -99.2% | -74.8% | -24.5% | -99.4% |
| 10Y | -98.7% | -99.0% | +0.3% | -99.6% |
| All | -97.7% | -99.6% | +1.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling