-73.5%
QS vs AMDL
+175.5%
-249.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +11.9% | -19.7% | -10.5% |
| 7D | -5.6% | +103.5% | -109.1% | -21.3% |
| 30D | -5.8% | -18.3% | +12.5% | -6.0% |
| 3M | -39.2% | +20.1% | -59.2% | -46.0% |
| 6M | -53.9% | +15.9% | -69.8% | -61.1% |
| YTD | -62.8% | +303.0% | -365.8% | -80.1% |
| 1Y | -73.5% | +164.0% | -237.5% | -84.2% |
| All | -73.5% | +175.5% | -249.0% | -84.2% |
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