-88.6%
QS vs AMBA
-70.4%
-18.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +1.0% |
| 7D | +5.4% | -7.2% | +12.7% | +9.4% |
| 30D | -5.3% | -10.4% | +5.1% | -0.4% |
| 3M | -22.6% | -30.1% | +7.5% | -8.3% |
| 6M | -46.2% | -22.4% | -23.7% | -43.5% |
| YTD | -58.9% | -17.3% | -41.6% | -59.1% |
| 1Y | -73.1% | -35.4% | -37.7% | -70.0% |
| 3Y | -27.2% | +18.6% | -45.8% | -48.3% |
| All | -88.6% | -70.4% | -18.2% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling