+40.2%
AMC vs QSR
+23.8%
+16.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.8% | +4.9% |
| 7D | +17.7% | +5.2% | +12.5% | +15.1% |
| 30D | +26.2% | +12.2% | +14.0% | +19.9% |
| 3M | +31.3% | +7.0% | +24.3% | +26.9% |
| 6M | +142.8% | -0.3% | +143.1% | +145.6% |
| YTD | +125.6% | +18.0% | +107.6% | +97.2% |
| 1Y | +40.2% | +22.6% | +17.6% | +13.3% |
| All | +40.2% | +23.8% | +16.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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