+40.2%
AMC vs QS
-71.4%
+111.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.2% | +5.6% |
| 7D | +17.7% | +4.5% | +13.2% | +16.5% |
| 30D | +26.2% | -4.1% | +30.3% | +26.9% |
| 3M | +31.3% | -22.1% | +53.5% | +37.7% |
| 6M | +142.8% | -38.4% | +181.1% | +169.7% |
| YTD | +125.6% | -57.5% | +183.1% | +152.7% |
| 1Y | +40.2% | -71.3% | +111.5% | +60.2% |
| All | +40.2% | -71.4% | +111.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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