+3.0%
AMCR vs QS
-47.0%
+50.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -2.5% |
| 7D | -6.3% | -4.2% | -2.1% | -6.1% |
| 30D | -7.1% | -15.7% | +8.5% | -6.5% |
| 3M | +12.7% | -28.7% | +41.4% | +13.9% |
| 6M | +5.2% | -23.2% | +28.4% | +5.8% |
| YTD | +8.1% | -49.9% | +58.0% | +10.3% |
| 1Y | +11.7% | -38.8% | +50.5% | +12.4% |
| 3Y | +9.9% | -24.0% | +33.9% | +6.9% |
| 5Y | -8.7% | -75.6% | +66.9% | -10.5% |
| All | +3.0% | -47.0% | +50.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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