+6,351.7%
AMD vs QID
-99.0%
+6,450.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.6% | +8.9% |
| 7D | -11.0% | +9.4% | -20.5% | -1.7% |
| 30D | -30.5% | +31.2% | -61.7% | -8.8% |
| 3M | -8.2% | +17.4% | -25.6% | +11.3% |
| 6M | +6.6% | +8.4% | -1.9% | +30.9% |
| YTD | +109.7% | -15.8% | +125.4% | +121.4% |
| 1Y | +88.9% | -16.3% | +105.2% | +101.5% |
| 3Y | +301.8% | -70.4% | +372.2% | +148.9% |
| 5Y | +229.4% | -74.8% | +304.1% | +168.6% |
| All | +6,351.7% | -99.0% | +6,450.7% | +521.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling