-98.6%
AMC vs QSR
+218.5%
-317.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +2.3% | +2.4% | -0.1% | +1.0% |
| 30D | -0.7% | +7.6% | -8.4% | -4.4% |
| 3M | +35.2% | +12.6% | +22.6% | +26.8% |
| 6M | +124.6% | +14.4% | +110.2% | +108.1% |
| YTD | +69.9% | +19.6% | +50.3% | +53.6% |
| 1Y | -2.6% | +33.9% | -36.5% | -17.0% |
| 3Y | -79.8% | +27.1% | -106.9% | -82.5% |
| 5Y | -99.4% | +48.5% | -147.9% | -99.5% |
| 10Y | -98.9% | +126.2% | -225.1% | -99.3% |
| All | -98.6% | +218.5% | -317.1% | -99.2% |
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