-99.8%
AMIX vs QS
-16.1%
-83.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -3.4% | +2.2% | -5.6% | -3.7% |
| 30D | -54.4% | -8.1% | -46.3% | -53.8% |
| 3M | -45.7% | -27.0% | -18.7% | -45.4% |
| 6M | -49.2% | -16.4% | -32.7% | -48.7% |
| YTD | -60.3% | -46.4% | -14.0% | -60.4% |
| 1Y | -81.4% | -41.1% | -40.3% | -81.1% |
| All | -99.8% | -16.1% | -83.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling