+15.2%
AMT vs QS
-22.5%
+37.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | 0.0% |
| 7D | -2.4% | -5.0% | +2.6% | -2.3% |
| 30D | +4.2% | -1.4% | +5.6% | +4.2% |
| 3M | +13.4% | -33.6% | +47.0% | +14.1% |
| 6M | +9.4% | -47.6% | +57.0% | +10.4% |
| YTD | +11.7% | -59.6% | +71.3% | +13.2% |
| 1Y | +7.1% | -73.5% | +80.7% | +9.6% |
| All | +15.2% | -22.5% | +37.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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