-24.9%
QS vs AMDL
+47.6%
-72.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +22.3% | -18.1% | -0.9% |
| 7D | +5.4% | -26.2% | +31.6% | +10.4% |
| 30D | -5.3% | -57.1% | +51.8% | +10.2% |
| 3M | -22.6% | -29.8% | +7.2% | -21.0% |
| 6M | -46.2% | -22.2% | -23.9% | -49.0% |
| YTD | -58.9% | +142.1% | -201.0% | -72.1% |
| 1Y | -73.1% | +85.8% | -158.9% | -80.9% |
| All | -24.9% | +47.6% | -72.5% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling