-16.4%
AMT vs QS
-44.4%
+28.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | +4.6% | -0.7% | +5.4% | +4.6% |
| 3M | -8.4% | -39.6% | +31.2% | -7.3% |
| 6M | -6.0% | -21.7% | +15.7% | -5.7% |
| YTD | +2.1% | -47.4% | +49.5% | +3.6% |
| 1Y | -6.4% | -28.4% | +22.0% | -6.6% |
| 3Y | +8.1% | -22.6% | +30.7% | +5.1% |
| 5Y | -31.9% | -75.6% | +43.7% | -33.7% |
| All | -16.4% | -44.4% | +28.0% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling