-99.3%
AMC vs QS
-86.5%
-12.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.5% |
| 7D | +2.6% | +5.4% | -2.8% | +1.1% |
| 30D | +9.0% | -5.3% | +14.3% | +10.9% |
| 3M | +22.2% | -22.6% | +44.8% | +32.0% |
| 6M | +91.5% | -46.2% | +137.6% | +128.8% |
| YTD | +101.3% | -58.9% | +160.2% | +158.5% |
| 1Y | +20.8% | -73.1% | +93.9% | +78.8% |
| 3Y | -71.3% | -27.2% | -44.1% | -80.2% |
| All | -99.3% | -86.5% | -12.8% | -98.8% |
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