-99.9%
AMIX vs QS
-35.7%
-64.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.7% |
| 7D | -16.0% | +5.4% | -21.4% | -16.8% |
| 30D | -55.4% | -5.3% | -50.1% | -55.1% |
| 3M | -87.5% | -22.6% | -64.9% | -87.0% |
| 6M | -81.2% | -46.2% | -35.0% | -80.3% |
| YTD | -86.8% | -58.9% | -27.9% | -86.3% |
| 1Y | -91.6% | -73.1% | -18.5% | -91.4% |
| All | -99.9% | -35.7% | -64.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling