+106.2%
AMT vs QSR
+135.2%
-29.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +1.1% | -4.0% | +5.1% | +2.3% |
| 30D | +4.4% | +2.8% | +1.6% | +3.5% |
| 3M | -5.2% | +5.1% | -10.2% | -6.6% |
| 6M | -0.8% | +8.8% | -9.6% | -3.6% |
| YTD | +3.3% | +14.8% | -11.5% | -1.4% |
| 1Y | -6.0% | +25.7% | -31.7% | -12.9% |
| 3Y | +9.6% | +27.5% | -17.9% | -0.1% |
| 5Y | -29.2% | +41.3% | -70.5% | -38.1% |
| All | +106.2% | +135.2% | -29.0% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling