-74.9%
QID vs AMBA
-70.4%
-4.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.7% | +0.2% |
| 7D | +9.4% | -7.2% | +16.7% | +6.6% |
| 30D | +31.2% | -10.4% | +41.6% | +26.9% |
| 3M | +17.4% | -30.1% | +47.5% | +2.5% |
| 6M | +8.4% | -22.4% | +30.8% | +6.9% |
| YTD | -15.8% | -17.3% | +1.6% | -11.4% |
| 1Y | -16.3% | -35.4% | +19.1% | -20.8% |
| 3Y | -70.4% | +18.6% | -89.0% | -50.8% |
| All | -74.9% | -70.4% | -4.4% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling