-35.4%
QS vs AMDL
+102.5%
-137.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -17.6% | +12.4% | -1.3% |
| 7D | -14.0% | +37.2% | -51.2% | -21.2% |
| 30D | -6.4% | -24.0% | +17.7% | -5.5% |
| 3M | -40.3% | -1.0% | -39.2% | -44.4% |
| 6M | -57.5% | -3.2% | -54.3% | -62.1% |
| YTD | -64.7% | +232.2% | -296.9% | -78.0% |
| 1Y | -72.9% | +137.7% | -210.6% | -81.9% |
| All | -35.4% | +102.5% | -137.9% | -65.1% |
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