+444.8%
AMD vs QS
-56.5%
+501.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +10.5% |
| 7D | -11.0% | +5.4% | -16.5% | -11.5% |
| 30D | -30.5% | -5.3% | -25.2% | -29.9% |
| 3M | -8.2% | -22.6% | +14.4% | -5.0% |
| 6M | +6.6% | -46.2% | +52.7% | +15.6% |
| YTD | +109.7% | -58.9% | +168.6% | +135.0% |
| 1Y | +88.9% | -73.1% | +162.0% | +121.9% |
| 3Y | +301.8% | -27.2% | +329.0% | +286.8% |
| 5Y | +229.4% | -86.2% | +315.6% | +237.9% |
| All | +444.8% | -56.5% | +501.4% | +541.0% |
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