+610.1%
AMD vs QS
-60.6%
+670.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.8% | +13.7% | +7.0% |
| 7D | +44.7% | -5.6% | +50.3% | +45.8% |
| 30D | -3.3% | -5.8% | +2.5% | -2.5% |
| 3M | +21.2% | -39.2% | +60.4% | +29.7% |
| 6M | +30.6% | -53.9% | +84.5% | +44.6% |
| YTD | +173.3% | -62.8% | +236.1% | +210.2% |
| 1Y | +126.1% | -73.5% | +199.6% | +166.8% |
| 3Y | +393.5% | -29.1% | +422.6% | +377.4% |
| 5Y | +295.8% | -90.0% | +385.8% | +312.4% |
| All | +610.1% | -60.6% | +670.8% | +746.2% |
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