+264.6%
AMD vs QS
-90.5%
+355.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.2% | -3.6% | -7.4% |
| 7D | +18.9% | -14.0% | +33.0% | +23.4% |
| 30D | -6.4% | -6.4% | -0.1% | -4.8% |
| 3M | +10.6% | -40.3% | +50.8% | +25.5% |
| 6M | +19.9% | -57.5% | +77.4% | +46.8% |
| YTD | +149.4% | -64.7% | +214.1% | +216.8% |
| 1Y | +115.4% | -72.9% | +188.3% | +189.4% |
| 3Y | +357.3% | -33.5% | +390.7% | +296.5% |
| All | +264.6% | -90.5% | +355.1% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling