+9.7%
AMZN vs QSR
+33.2%
-23.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -3.0% | +2.4% | -5.4% | -2.9% |
| 30D | -5.2% | +7.6% | -12.8% | -5.0% |
| 3M | +1.9% | +12.6% | -10.8% | +2.0% |
| 6M | +19.2% | +14.4% | +4.9% | +19.7% |
| YTD | +12.0% | +19.6% | -7.6% | +13.0% |
| 1Y | +9.7% | +33.9% | -24.2% | +11.3% |
| All | +9.7% | +33.2% | -23.5% | +11.3% |
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