-36.3%
QID vs AMBA
-24.5%
-11.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.6% |
| 7D | -2.7% | -6.4% | +3.7% | -4.6% |
| 30D | +1.8% | -26.8% | +28.6% | -6.7% |
| 3M | -2.2% | -7.6% | +5.5% | -0.4% |
| 6M | -32.1% | +21.2% | -53.3% | -21.9% |
| YTD | -28.6% | -10.4% | -18.2% | -22.4% |
| 1Y | -36.3% | -24.4% | -11.9% | -31.7% |
| All | -36.3% | -24.5% | -11.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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