+105.4%
AMT vs QID
-99.1%
+204.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.1% |
| 7D | +1.5% | -1.9% | +3.4% | +1.1% |
| 30D | +3.7% | +1.7% | +2.0% | +4.1% |
| 3M | -7.2% | -3.9% | -3.3% | -7.8% |
| 6M | -4.2% | -30.0% | +25.8% | -10.8% |
| YTD | +1.9% | -28.2% | +30.1% | -4.6% |
| 1Y | -6.4% | -35.6% | +29.3% | -14.3% |
| 3Y | +7.7% | -74.3% | +82.0% | -19.7% |
| 5Y | -30.9% | -80.8% | +49.9% | -47.9% |
| 10Y | +105.4% | -99.2% | +204.5% | -23.9% |
| All | +105.4% | -99.1% | +204.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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