-99.9%
AMIX vs QS
-33.2%
-66.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.4% | +9.3% |
| 7D | +11.4% | +8.0% | +3.4% | +9.9% |
| 30D | -40.5% | -2.8% | -37.7% | -40.3% |
| 3M | -80.1% | -28.1% | -52.0% | -79.0% |
| 6M | -74.8% | -41.0% | -33.8% | -73.7% |
| YTD | -84.0% | -57.3% | -26.7% | -83.4% |
| 1Y | -89.7% | -72.7% | -17.0% | -89.5% |
| All | -99.9% | -33.2% | -66.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling