+417.3%
AME vs QSR
+211.0%
+206.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -6.3% | +5.9% | -12.2% | -8.4% |
| 3M | +5.4% | +10.5% | -5.1% | +1.1% |
| 6M | +7.4% | +7.7% | -0.3% | +3.7% |
| YTD | +16.2% | +16.8% | -0.6% | +8.4% |
| 1Y | +26.8% | +30.9% | -4.1% | +13.0% |
| 3Y | +57.5% | +28.2% | +29.3% | +38.7% |
| 5Y | +84.8% | +45.0% | +39.9% | +53.5% |
| 10Y | +424.3% | +127.3% | +297.0% | +258.4% |
| All | +417.3% | +211.0% | +206.3% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling