-3.9%
QS vs AMDL
+95.0%
-98.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | -1.6% |
| 7D | -2.3% | +4.5% | -6.9% | -3.4% |
| 30D | -0.7% | -4.4% | +3.7% | -0.3% |
| 3M | -39.6% | -30.5% | -9.2% | -37.2% |
| 6M | -21.7% | +300.9% | -322.6% | -48.6% |
| YTD | -47.4% | +219.9% | -267.3% | -64.5% |
| 1Y | -28.4% | +374.7% | -403.1% | -58.1% |
| All | -3.9% | +95.0% | -98.9% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling