+97.2%
AMCR vs QID
-99.8%
+197.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.6% |
| 7D | -6.3% | -1.9% | -4.4% | -6.6% |
| 30D | -7.1% | +1.7% | -8.8% | -6.8% |
| 3M | +12.7% | -3.9% | +16.6% | +12.4% |
| 6M | +5.2% | -30.0% | +35.1% | -0.4% |
| YTD | +8.1% | -28.2% | +36.3% | +3.0% |
| 1Y | +11.7% | -35.6% | +47.4% | +4.6% |
| 3Y | +9.9% | -74.3% | +84.2% | -10.0% |
| 5Y | -8.7% | -80.8% | +72.2% | -25.1% |
| 10Y | +16.8% | -99.2% | +116.0% | -21.5% |
| All | +97.2% | -99.8% | +197.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling