-55.1%
QS vs AMBA
+31.0%
-86.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | +8.0% | -2.6% | +10.7% | +9.4% |
| 30D | -2.8% | -10.5% | +7.6% | +2.1% |
| 3M | -28.1% | -26.4% | -1.7% | -18.0% |
| 6M | -41.0% | -20.9% | -20.1% | -38.5% |
| YTD | -57.3% | -14.8% | -42.5% | -57.6% |
| 1Y | -72.7% | -36.1% | -36.6% | -69.4% |
| 3Y | -18.6% | +20.2% | -38.9% | -37.7% |
| 5Y | -87.0% | -67.2% | -19.7% | -85.0% |
| All | -55.1% | +31.0% | -86.0% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling