+134.6%
AMT vs QSR
+218.5%
-83.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.2% | +2.4% | -2.7% | -0.9% |
| 30D | +4.6% | +7.6% | -3.0% | +2.5% |
| 3M | -8.4% | +12.6% | -21.1% | -11.5% |
| 6M | -6.0% | +14.4% | -20.4% | -9.8% |
| YTD | +2.1% | +19.6% | -17.5% | -3.5% |
| 1Y | -6.4% | +33.9% | -40.3% | -14.5% |
| 3Y | +8.1% | +27.1% | -19.1% | -1.0% |
| 5Y | -31.9% | +48.5% | -80.5% | -40.9% |
| 10Y | +97.1% | +126.2% | -29.1% | +47.2% |
| All | +134.6% | +218.5% | -83.9% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling