-99.0%
AMC vs QSR
+126.5%
-225.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.0% |
| 7D | -6.8% | -2.4% | -4.5% | -5.6% |
| 30D | +1.7% | +5.7% | -4.0% | -1.4% |
| 3M | +26.8% | +6.9% | +19.9% | +21.9% |
| 6M | +117.7% | +6.9% | +110.8% | +108.3% |
| YTD | +57.7% | +14.9% | +42.8% | +44.8% |
| 1Y | -12.5% | +29.1% | -41.6% | -24.7% |
| 3Y | -65.7% | +26.1% | -91.9% | -70.7% |
| 5Y | -99.5% | +42.3% | -141.8% | -99.6% |
| 10Y | -99.0% | +134.0% | -232.9% | -99.4% |
| All | -99.0% | +126.5% | -225.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling