-71.3%
QS vs AMBA
-25.6%
-45.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.3% | +8.1% |
| 7D | +4.5% | -8.1% | +12.6% | +7.6% |
| 30D | -4.1% | -10.8% | +6.6% | -0.5% |
| 3M | -22.1% | -25.9% | +3.8% | -13.9% |
| 6M | -38.4% | -13.9% | -24.5% | -38.5% |
| YTD | -57.5% | -14.0% | -43.5% | -59.1% |
| 1Y | -71.3% | -25.7% | -45.6% | -72.0% |
| All | -71.3% | -25.6% | -45.7% | -72.0% |
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