+65.7%
AMGN vs QSR
+23.8%
+41.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.7% | +1.8% |
| 7D | +5.9% | +5.2% | +0.7% | +4.0% |
| 30D | +18.7% | +12.2% | +6.6% | +14.0% |
| 3M | +23.4% | +7.0% | +16.4% | +20.8% |
| 6M | +49.7% | -0.3% | +50.0% | +48.8% |
| YTD | +49.2% | +18.0% | +31.2% | +39.9% |
| 1Y | +65.7% | +22.6% | +43.1% | +54.7% |
| All | +65.7% | +23.8% | +41.9% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling