-12.5%
AMC vs QSR
+29.2%
-41.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.2% |
| 7D | -6.8% | -2.4% | -4.5% | -5.8% |
| 30D | +1.7% | +5.7% | -4.0% | -1.0% |
| 3M | +26.8% | +6.9% | +19.9% | +22.6% |
| 6M | +117.7% | +6.9% | +110.8% | +107.2% |
| YTD | +57.7% | +14.9% | +42.8% | +42.0% |
| 1Y | -12.5% | +29.1% | -41.6% | -30.3% |
| All | -12.5% | +29.2% | -41.7% | -30.3% |
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