-98.8%
AMC vs QSR
+137.6%
-236.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +3.5% | -2.9% | +6.4% | +5.2% |
| 30D | +12.5% | +4.1% | +8.3% | +9.9% |
| 3M | +23.6% | -0.7% | +24.2% | +23.5% |
| 6M | +144.4% | +0.4% | +143.9% | +141.5% |
| YTD | +108.3% | +13.5% | +94.8% | +91.8% |
| 1Y | +38.9% | +11.0% | +27.9% | +29.5% |
| 3Y | -58.9% | +22.0% | -80.8% | -64.2% |
| 5Y | -99.2% | +57.1% | -156.2% | -99.4% |
| All | -98.8% | +137.6% | -236.4% | -99.3% |
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 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