+94.6%
AMGN vs QS
-43.2%
+137.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.0% | -12.1% | -10.1% |
| 7D | -10.3% | +2.2% | -12.5% | -10.3% |
| 30D | -3.8% | -8.1% | +4.3% | -3.6% |
| 3M | +14.4% | -27.0% | +41.4% | +14.9% |
| 6M | +7.8% | -16.4% | +24.3% | +7.9% |
| YTD | +22.6% | -46.4% | +68.9% | +23.5% |
| 1Y | +44.2% | -41.1% | +85.3% | +45.1% |
| 3Y | +65.8% | -18.6% | +84.4% | +64.4% |
| 5Y | +108.0% | -73.0% | +181.0% | +105.9% |
| All | +94.6% | -43.2% | +137.8% | +101.9% |
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