-17.9%
AMT vs QS
-88.0%
+70.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.2% |
| 7D | -2.4% | -5.0% | +2.6% | -2.1% |
| 30D | +4.2% | -1.4% | +5.6% | +4.2% |
| 3M | +13.4% | -33.6% | +47.0% | +15.7% |
| 6M | +9.4% | -47.6% | +57.0% | +12.5% |
| YTD | +11.7% | -59.6% | +71.3% | +16.2% |
| 1Y | +7.1% | -73.5% | +80.7% | +14.3% |
| 3Y | +15.1% | -23.0% | +38.1% | +5.8% |
| 5Y | -17.9% | -89.4% | +71.5% | -16.8% |
| All | -17.9% | -88.0% | +70.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling