-31.9%
QS vs AMDL
+145.7%
-177.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +11.9% | -19.7% | -10.4% |
| 7D | -5.6% | +103.5% | -109.1% | -20.8% |
| 30D | -5.8% | -18.3% | +12.5% | -6.2% |
| 3M | -39.2% | +20.1% | -59.2% | -45.6% |
| 6M | -53.9% | +15.9% | -69.8% | -60.4% |
| YTD | -62.8% | +303.0% | -365.8% | -77.7% |
| 1Y | -73.5% | +164.0% | -237.5% | -82.7% |
| All | -31.9% | +145.7% | -177.6% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling