+2,033.5%
AME vs QID
-100.0%
+2,133.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.4% |
| 7D | +0.6% | -0.6% | +1.3% | +0.4% |
| 30D | -6.7% | 0.0% | -6.7% | -6.6% |
| 3M | +4.1% | +3.7% | +0.3% | +7.3% |
| 6M | +1.6% | -29.9% | +31.4% | -9.9% |
| YTD | +16.1% | -28.8% | +44.9% | +4.0% |
| 1Y | +27.3% | -37.2% | +64.5% | +9.0% |
| 3Y | +50.9% | -73.7% | +124.6% | -2.5% |
| 5Y | +81.4% | -80.7% | +162.1% | +18.2% |
| 10Y | +417.0% | -99.1% | +516.1% | +6.8% |
| All | +2,033.5% | -100.0% | +2,133.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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