-98.1%
AMC vs QSR
+210.7%
-308.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +6.6% | +3.9% | +2.7% | +4.6% |
| 30D | +14.1% | +9.3% | +4.8% | +8.9% |
| 3M | +31.3% | +5.9% | +25.4% | +27.2% |
| 6M | +126.7% | -1.0% | +127.6% | +126.0% |
| YTD | +117.9% | +16.7% | +101.2% | +99.1% |
| 1Y | +41.1% | +18.6% | +22.5% | +27.8% |
| 3Y | -61.0% | +25.4% | -86.3% | -66.1% |
| 5Y | -99.1% | +59.0% | -158.2% | -99.3% |
| 10Y | -98.7% | +130.4% | -229.1% | -99.2% |
| All | -98.1% | +210.7% | -308.9% | -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