-67.4%
AMC vs QS
-19.4%
-48.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | +2.3% | -2.3% | +4.6% | +2.8% |
| 30D | -0.7% | -0.7% | 0.0% | -0.8% |
| 3M | +35.2% | -39.6% | +74.9% | +49.2% |
| 6M | +124.6% | -21.7% | +146.3% | +133.5% |
| YTD | +69.9% | -47.4% | +117.3% | +90.3% |
| 1Y | -2.6% | -28.4% | +25.8% | -4.3% |
| All | -67.4% | -19.4% | -48.0% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling