-58.9%
AMC vs QS
-32.2%
-26.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -1.6% |
| 7D | +3.5% | -14.0% | +17.5% | +6.9% |
| 30D | +12.5% | -6.4% | +18.8% | +14.2% |
| 3M | +23.6% | -40.3% | +63.8% | +37.4% |
| 6M | +144.4% | -57.5% | +201.9% | +188.8% |
| YTD | +108.3% | -64.7% | +173.0% | +152.1% |
| 1Y | +38.9% | -72.9% | +111.8% | +77.3% |
| 3Y | -58.9% | -33.5% | -25.4% | -66.7% |
| All | -58.9% | -32.2% | -26.6% | -66.7% |
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