-18.3%
AMRZ vs QSR
+24.3%
-42.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | 0.0% | +4.5% | -4.5% | -1.5% |
| 30D | +15.9% | +9.4% | +6.5% | +12.5% |
| 3M | -9.2% | +7.5% | -16.7% | -11.5% |
| 6M | -20.3% | -0.8% | -19.5% | -20.6% |
| YTD | -21.5% | +16.9% | -38.3% | -26.8% |
| 1Y | -12.9% | +16.3% | -29.2% | -18.4% |
| All | -18.3% | +24.3% | -42.6% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling