+38.4%
AMCR vs QSR
+203.9%
-165.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.0% | -4.7% | -0.3% | -3.7% |
| 30D | -8.0% | +4.3% | -12.3% | -9.1% |
| 3M | +14.3% | +5.4% | +8.8% | +12.6% |
| 6M | +5.3% | +8.2% | -2.8% | +2.8% |
| YTD | +7.7% | +14.1% | -6.4% | +3.4% |
| 1Y | +10.8% | +28.1% | -17.3% | +3.0% |
| 3Y | +9.6% | +25.3% | -15.7% | +1.5% |
| 5Y | -10.2% | +40.4% | -50.6% | -20.0% |
| 10Y | +16.5% | +132.4% | -115.9% | -5.4% |
| All | +38.4% | +203.9% | -165.5% | +14.0% |
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