-71.9%
QS vs AMBA
-33.2%
-38.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +4.8% |
| 7D | +13.7% | 0.0% | +13.7% | +13.7% |
| 30D | -0.2% | -8.6% | +8.4% | +2.9% |
| 3M | -24.8% | -29.0% | +4.1% | -15.5% |
| 6M | -39.4% | -19.2% | -20.2% | -37.9% |
| YTD | -56.1% | -13.0% | -43.2% | -58.2% |
| All | -71.9% | -33.2% | -38.7% | -72.7% |
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