-1.9%
QS vs AMDL
+117.8%
-119.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | -0.7% |
| 7D | +2.2% | +19.9% | -17.8% | -2.3% |
| 30D | -8.1% | +6.3% | -14.3% | -10.0% |
| 3M | -27.0% | -9.9% | -17.1% | -28.6% |
| 6M | -16.4% | +394.3% | -410.7% | -47.9% |
| YTD | -46.4% | +257.3% | -303.7% | -64.8% |
| 1Y | -41.1% | +508.5% | -549.6% | -67.6% |
| All | -1.9% | +117.8% | -119.7% | -44.2% |
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 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