-20.6%
AMT vs QID
-76.4%
+55.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +7.0% | -0.6% |
| 7D | +0.4% | -0.8% | +1.1% | +0.4% |
| 30D | +3.7% | +20.1% | -16.4% | +5.9% |
| 3M | +10.7% | +11.8% | -1.1% | +12.3% |
| 6M | +9.3% | +5.5% | +3.7% | +10.2% |
| YTD | +10.9% | -21.5% | +32.5% | +7.9% |
| 1Y | +10.5% | -22.6% | +33.2% | +7.4% |
| 3Y | +15.5% | -72.3% | +87.8% | -6.7% |
| 5Y | -20.6% | -76.9% | +56.3% | -35.4% |
| All | -20.6% | -76.4% | +55.9% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling