-47.7%
QS vs AME
+140.5%
-188.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | 0.0% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | -18.3% | -8.6% | -9.7% | -11.0% |
| 3M | -26.0% | +5.8% | -31.8% | -29.8% |
| 6M | -24.0% | +3.8% | -27.9% | -26.6% |
| YTD | -50.3% | +14.4% | -64.7% | -56.0% |
| 1Y | -38.0% | +25.8% | -63.7% | -49.6% |
| 3Y | -24.6% | +55.2% | -79.8% | -51.5% |
| 5Y | -75.4% | +85.5% | -161.0% | -86.6% |
| All | -47.7% | +140.5% | -188.2% | -67.4% |
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