-64.3%
AMC vs QSR
+28.6%
-93.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.4% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -1.2% | +5.9% | -7.1% | -3.5% |
| 3M | +42.2% | +10.5% | +31.8% | +36.2% |
| 6M | +118.8% | +7.7% | +111.1% | +111.0% |
| YTD | +64.1% | +16.8% | +47.3% | +52.6% |
| 1Y | -9.5% | +30.9% | -40.4% | -19.7% |
| 3Y | -64.3% | +28.2% | -92.5% | -66.7% |
| All | -64.3% | +28.6% | -93.0% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling