-11.6%
AMCR vs QID
-80.8%
+69.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -2.0% |
| 7D | -6.3% | +1.3% | -7.5% | -6.0% |
| 30D | -7.8% | +2.9% | -10.7% | -7.2% |
| 3M | +7.5% | -0.7% | +8.3% | +7.9% |
| 6M | +2.7% | -29.7% | +32.4% | -3.6% |
| YTD | +6.0% | -27.9% | +33.9% | +0.2% |
| 1Y | +7.8% | -34.6% | +42.4% | 0.0% |
| 3Y | +5.8% | -73.5% | +79.3% | -17.1% |
| All | -11.6% | -80.8% | +69.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 5y: compounded portfolio wealth divided by compounded QID 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…
5y analysis · Full analysis span regression · 6 months rolling