-12.3%
AMRZ vs QSR
+23.8%
-36.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.5% | -0.3% | +3.3% |
| 7D | +10.3% | +5.2% | +5.1% | +8.3% |
| 30D | +18.7% | +12.2% | +6.5% | +14.3% |
| 3M | -14.6% | +7.0% | -21.7% | -16.7% |
| 6M | -12.9% | -0.3% | -12.6% | -13.7% |
| YTD | -17.4% | +18.0% | -35.3% | -23.9% |
| 1Y | -12.3% | +22.6% | -34.9% | -19.7% |
| All | -12.3% | +23.8% | -36.1% | -19.7% |
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