+158.4%
AMT vs QSR
+202.3%
-43.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.5% | -2.9% | +4.4% | +2.4% |
| 30D | +6.8% | +4.1% | +2.7% | +5.6% |
| 3M | +11.2% | -0.7% | +11.9% | +11.3% |
| 6M | +12.5% | +0.4% | +12.0% | +12.0% |
| YTD | +12.5% | +13.5% | -1.0% | +7.8% |
| 1Y | +10.1% | +11.0% | -0.9% | +6.1% |
| 3Y | +16.0% | +22.0% | -6.0% | +7.5% |
| 5Y | -17.2% | +57.1% | -74.2% | -29.0% |
| 10Y | +135.2% | +138.3% | -3.0% | +74.0% |
| All | +158.4% | +202.3% | -43.9% | +81.6% |
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