+61.5%
AMZN vs QS
-43.2%
+104.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | +0.8% | +2.2% | -1.4% | +0.6% |
| 30D | -6.4% | -8.1% | +1.7% | -5.8% |
| 3M | +4.8% | -27.0% | +31.8% | +7.0% |
| 6M | +20.5% | -16.4% | +37.0% | +21.4% |
| YTD | +11.3% | -46.4% | +57.7% | +15.6% |
| 1Y | +9.0% | -41.1% | +50.1% | +11.2% |
| 3Y | +85.9% | -18.6% | +104.5% | +75.1% |
| 5Y | +45.8% | -73.0% | +118.8% | +40.5% |
| All | +61.5% | -43.2% | +104.7% | +67.2% |
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