-99.4%
AMC vs QS
-75.2%
-24.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.1% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | -0.7% | -0.7% | 0.0% | -0.9% |
| 3M | +35.2% | -39.6% | +74.9% | +56.5% |
| 6M | +124.6% | -21.7% | +146.3% | +136.4% |
| YTD | +69.9% | -47.4% | +117.3% | +101.0% |
| 1Y | -2.6% | -28.4% | +25.8% | -5.9% |
| 3Y | -79.8% | -22.6% | -57.2% | -85.5% |
| All | -99.4% | -75.2% | -24.2% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling