+132.8%
AMD vs QS
-73.9%
+206.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.4% | +12.7% | +10.2% |
| 7D | +13.1% | -5.0% | +18.1% | +16.7% |
| 30D | -7.0% | -1.4% | -5.6% | -6.1% |
| 3M | +16.6% | -33.6% | +50.2% | +43.0% |
| 6M | +20.5% | -47.6% | +68.1% | +63.4% |
| YTD | +158.2% | -59.6% | +217.8% | +277.1% |
| 1Y | +132.8% | -73.5% | +206.3% | +265.4% |
| All | +132.8% | -73.9% | +206.7% | +265.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling