+479.4%
AMD vs QS
-44.4%
+523.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +2.6% | -2.3% | +4.9% | +2.9% |
| 30D | -0.9% | -0.7% | -0.2% | -1.0% |
| 3M | -8.7% | -39.6% | +30.9% | -2.5% |
| 6M | +136.3% | -21.7% | +158.1% | +144.0% |
| YTD | +123.0% | -47.4% | +170.4% | +141.4% |
| 1Y | +195.2% | -28.4% | +223.5% | +202.5% |
| 3Y | +336.3% | -22.6% | +358.9% | +313.4% |
| 5Y | +334.5% | -75.6% | +410.1% | +330.1% |
| All | +479.4% | -44.4% | +523.8% | +558.6% |
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