-56.8%
QS vs AMBA
+27.0%
-83.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +1.3% |
| 7D | +5.4% | -7.2% | +12.7% | +9.1% |
| 30D | -5.3% | -10.4% | +5.1% | -0.9% |
| 3M | -22.6% | -30.1% | +7.5% | -9.8% |
| 6M | -46.2% | -22.4% | -23.7% | -43.4% |
| YTD | -58.9% | -17.3% | -41.6% | -58.7% |
| 1Y | -73.1% | -35.4% | -37.7% | -70.1% |
| 3Y | -27.2% | +18.6% | -45.8% | -44.0% |
| 5Y | -86.2% | -69.8% | -16.4% | -83.7% |
| All | -56.8% | +27.0% | -83.8% | -13.8% |
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