-75.3%
QS vs AMBA
-54.5%
-20.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.0% |
| 7D | -2.3% | -11.0% | +8.6% | +3.6% |
| 30D | -0.7% | -23.2% | +22.4% | +13.8% |
| 3M | -39.6% | -12.7% | -26.9% | -38.1% |
| 6M | -21.7% | +11.2% | -32.9% | -31.9% |
| YTD | -47.4% | -11.2% | -36.2% | -48.8% |
| 1Y | -28.4% | -22.5% | -5.8% | -26.6% |
| 3Y | -22.6% | -1.3% | -21.3% | -37.5% |
| All | -75.3% | -54.5% | -20.8% | -73.7% |
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 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