-32.3%
AMT vs QS
-74.6%
+42.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | +1.8% | -8.1% | +9.9% | +2.2% |
| 3M | -6.2% | -27.0% | +20.8% | -5.0% |
| 6M | -5.0% | -16.4% | +11.5% | -4.8% |
| YTD | +2.1% | -46.4% | +48.4% | +4.6% |
| 1Y | -5.7% | -41.1% | +35.4% | -5.1% |
| 3Y | +7.9% | -18.6% | +26.6% | +1.0% |
| 5Y | -32.3% | -73.0% | +40.7% | -36.3% |
| All | -32.3% | -74.6% | +42.2% | -36.3% |
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