+760.9%
AMT vs QID
-100.0%
+860.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -1.5% |
| 7D | -2.4% | -1.1% | -1.2% | -2.5% |
| 30D | +4.2% | +14.4% | -10.2% | +9.0% |
| 3M | +13.4% | +6.7% | +6.8% | +16.3% |
| 6M | +9.4% | +2.6% | +6.8% | +11.0% |
| YTD | +11.7% | -24.2% | +35.9% | +3.3% |
| 1Y | +7.1% | -22.3% | +29.4% | +0.1% |
| 3Y | +15.1% | -72.0% | +87.1% | -22.0% |
| 5Y | -17.9% | -78.2% | +60.3% | -42.5% |
| 10Y | +133.5% | -99.1% | +232.6% | -42.6% |
| All | +760.9% | -100.0% | +860.8% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling