+1,572.1%
AMZN vs QSR
+211.0%
+1,361.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -6.4% | +5.9% | -12.3% | -8.0% |
| 3M | +4.8% | +10.5% | -5.7% | +1.5% |
| 6M | +20.5% | +7.7% | +12.8% | +17.4% |
| YTD | +11.3% | +16.8% | -5.5% | +5.6% |
| 1Y | +9.0% | +30.9% | -21.9% | -0.4% |
| 3Y | +85.9% | +28.2% | +57.7% | +68.5% |
| 5Y | +45.8% | +45.0% | +0.8% | +26.6% |
| 10Y | +555.5% | +127.3% | +428.2% | +381.9% |
| All | +1,572.1% | +211.0% | +1,361.2% | +1,043.3% |
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 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