-62.8%
QS vs AME
+148.9%
-211.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.6% |
| 7D | -14.0% | +5.9% | -19.9% | -18.4% |
| 30D | -6.4% | -1.9% | -4.4% | -5.4% |
| 3M | -40.3% | -5.4% | -34.9% | -37.8% |
| 6M | -57.5% | +4.9% | -62.4% | -59.8% |
| YTD | -64.7% | +18.5% | -83.1% | -70.1% |
| 1Y | -72.9% | +25.5% | -98.3% | -78.3% |
| 3Y | -33.5% | +63.0% | -96.5% | -59.7% |
| 5Y | -90.5% | +78.3% | -168.8% | -95.0% |
| All | -62.8% | +148.9% | -211.8% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling