-71.3%
QS vs AMDL
+108.7%
-180.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.1% |
| 7D | +4.5% | -30.7% | +35.2% | +12.5% |
| 30D | -4.1% | -43.8% | +39.7% | +7.3% |
| 3M | -22.1% | -24.5% | +2.4% | -20.5% |
| 6M | -38.4% | +44.7% | -83.1% | -49.5% |
| YTD | -57.5% | +204.0% | -261.5% | -73.3% |
| 1Y | -71.3% | +109.1% | -180.4% | -81.2% |
| All | -71.3% | +108.7% | -180.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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