-14.5%
AMC vs QS
-39.8%
+25.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -7.1% | -5.0% | -2.1% | -6.3% |
| 30D | -1.7% | -18.3% | +16.6% | +1.4% |
| 3M | +13.5% | -26.0% | +39.5% | +18.1% |
| 6M | +112.6% | -24.0% | +136.7% | +122.4% |
| YTD | +51.3% | -50.3% | +101.6% | +62.7% |
| 1Y | -14.5% | -38.0% | +23.5% | -11.4% |
| All | -14.5% | -39.8% | +25.3% | -11.4% |
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 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