-94.0%
AMC vs QS
-60.6%
-33.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -0.6% |
| 7D | +8.4% | -5.6% | +14.0% | +9.8% |
| 30D | +9.2% | -5.8% | +15.0% | +10.7% |
| 3M | +32.0% | -39.2% | +71.2% | +47.1% |
| 6M | +149.3% | -53.9% | +203.2% | +191.8% |
| YTD | +114.1% | -62.8% | +176.9% | +159.1% |
| 1Y | +35.8% | -73.5% | +109.3% | +77.1% |
| 3Y | -58.3% | -29.1% | -29.2% | -63.3% |
| 5Y | -99.2% | -90.0% | -9.2% | -99.0% |
| All | -94.0% | -60.6% | -33.4% | -93.3% |
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