-38.8%
QS vs AMDL
+540.4%
-579.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.0% | -12.7% | -7.9% |
| 7D | -4.2% | +29.0% | -33.2% | -9.7% |
| 30D | -15.7% | +19.1% | -34.7% | -19.4% |
| 3M | -28.7% | +1.8% | -30.5% | -32.0% |
| 6M | -23.2% | +374.4% | -397.6% | -48.5% |
| YTD | -49.9% | +278.9% | -328.8% | -65.6% |
| 1Y | -38.8% | +510.6% | -549.4% | -50.3% |
| All | -38.8% | +540.4% | -579.2% | -50.3% |
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