-95.4%
AMC vs QS
-43.2%
-52.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -1.2% | -8.1% | +6.9% | +0.6% |
| 3M | +42.2% | -27.0% | +69.2% | +50.5% |
| 6M | +118.8% | -16.4% | +135.2% | +123.9% |
| YTD | +64.1% | -46.4% | +110.5% | +83.4% |
| 1Y | -9.5% | -41.1% | +31.6% | -5.2% |
| 3Y | -64.3% | -18.6% | -45.7% | -69.5% |
| 5Y | -99.5% | -73.0% | -26.4% | -99.5% |
| All | -95.4% | -43.2% | -52.2% | -95.3% |
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