+7.0%
AMT vs QID
-74.8%
+81.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | -8.4% | +3.7% | -12.2% | -8.5% |
| 6M | -6.0% | -29.9% | +23.8% | -5.1% |
| YTD | +2.1% | -28.8% | +30.9% | +3.1% |
| 1Y | -6.4% | -37.2% | +30.8% | -5.2% |
| All | +7.0% | -74.8% | +81.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling