+433.0%
AME vs QSR
+135.2%
+297.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.0% |
| 7D | +1.7% | -4.0% | +5.7% | +3.4% |
| 30D | -6.4% | +2.8% | -9.2% | -7.6% |
| 3M | +7.1% | +5.1% | +2.0% | +4.5% |
| 6M | +8.2% | +8.8% | -0.6% | +3.7% |
| YTD | +18.2% | +14.8% | +3.3% | +10.5% |
| 1Y | +26.7% | +25.7% | +1.0% | +13.9% |
| 3Y | +60.7% | +27.5% | +33.2% | +40.2% |
| 5Y | +91.6% | +41.3% | +50.3% | +58.0% |
| All | +433.0% | +135.2% | +297.9% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling