+199.0%
AMD vs QSR
+54.8%
+144.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.4% |
| 7D | -11.0% | +7.3% | -18.3% | -13.6% |
| 30D | -30.5% | +11.9% | -42.4% | -33.9% |
| 3M | -8.2% | +7.5% | -15.7% | -11.9% |
| 6M | +6.6% | +2.5% | +4.1% | +3.7% |
| YTD | +109.7% | +17.0% | +92.7% | +84.6% |
| 1Y | +88.9% | +18.1% | +70.8% | +64.4% |
| 3Y | +301.8% | +28.6% | +273.2% | +208.0% |
| All | +199.0% | +54.8% | +144.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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