-28.4%
QS vs AMDL
+384.9%
-413.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | -1.4% |
| 7D | -2.3% | +4.5% | -6.9% | -3.3% |
| 30D | -0.7% | -4.4% | +3.7% | -0.4% |
| 3M | -39.6% | -30.5% | -9.2% | -37.4% |
| 6M | -21.7% | +300.9% | -322.6% | -44.2% |
| YTD | -47.4% | +219.9% | -267.3% | -61.5% |
| 1Y | -28.4% | +374.7% | -403.1% | -38.8% |
| All | -28.4% | +384.9% | -413.3% | -38.8% |
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