-93.9%
AMC vs QS
-53.6%
-40.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.8% | +1.5% | +6.7% |
| 7D | +6.6% | +13.7% | -7.1% | +3.8% |
| 30D | +14.1% | -0.2% | +14.3% | +14.2% |
| 3M | +31.3% | -24.8% | +56.1% | +39.5% |
| 6M | +126.7% | -39.4% | +166.1% | +149.0% |
| YTD | +117.9% | -56.1% | +174.1% | +154.4% |
| 1Y | +41.1% | -72.5% | +113.6% | +82.3% |
| 3Y | -61.0% | -16.3% | -44.7% | -66.9% |
| 5Y | -99.1% | -87.6% | -11.6% | -99.1% |
| All | -93.9% | -53.6% | -40.3% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling