-45.1%
QID vs AMRZ
-19.2%
-25.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | -0.2% |
| 7D | -1.9% | -4.7% | +2.7% | -3.3% |
| 30D | +1.7% | -11.3% | +13.0% | -1.9% |
| 3M | -3.9% | -22.1% | +18.1% | -10.4% |
| 6M | -30.0% | -29.6% | -0.4% | -35.8% |
| YTD | -28.2% | -23.3% | -4.9% | -32.3% |
| 1Y | -35.6% | -23.7% | -11.9% | -37.9% |
| All | -45.1% | -19.2% | -25.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling