+6.7%
AMZN vs QSR
+23.8%
-17.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +5.6% |
| 7D | +4.5% | +5.2% | -0.7% | +4.0% |
| 30D | +5.8% | +12.2% | -6.4% | +5.0% |
| 3M | -4.1% | +7.0% | -11.1% | -4.5% |
| 6M | -2.2% | -0.3% | -1.9% | -1.7% |
| YTD | +15.3% | +18.0% | -2.7% | +13.0% |
| 1Y | +6.7% | +22.6% | -15.9% | +3.2% |
| All | +6.7% | +23.8% | -17.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling