-98.1%
AMC vs QSR
+207.3%
-305.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.5% |
| 7D | -2.8% | -2.2% | -0.6% | -1.8% |
| 30D | +14.0% | +7.8% | +6.2% | +9.6% |
| 3M | +42.5% | +5.5% | +37.0% | +38.3% |
| 6M | +142.6% | -0.2% | +142.8% | +140.8% |
| YTD | +119.2% | +15.4% | +103.8% | +101.5% |
| 1Y | +40.7% | +15.3% | +25.4% | +29.4% |
| 3Y | -57.3% | +23.7% | -81.0% | -62.7% |
| 5Y | -99.1% | +60.4% | -159.5% | -99.3% |
| 10Y | -98.7% | +142.2% | -240.9% | -99.2% |
| All | -98.1% | +207.3% | -305.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling