-45.5%
QID vs AMRZ
-13.6%
-31.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.5% |
| 7D | -0.6% | -1.9% | +1.3% | -1.2% |
| 30D | 0.0% | -16.9% | +16.9% | -5.7% |
| 3M | +3.7% | -19.2% | +22.9% | -2.3% |
| 6M | -29.9% | -29.3% | -0.6% | -35.4% |
| YTD | -28.8% | -18.0% | -10.8% | -31.4% |
| 1Y | -37.2% | -15.1% | -22.1% | -37.9% |
| All | -45.5% | -13.6% | -31.9% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling