-24.7%
QS vs AME
+55.9%
-80.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.1% |
| 7D | -4.2% | +1.3% | -5.5% | -5.3% |
| 30D | -15.7% | -6.6% | -9.1% | -10.4% |
| 3M | -28.7% | +3.0% | -31.7% | -30.4% |
| 6M | -23.2% | +5.3% | -28.5% | -26.5% |
| YTD | -49.9% | +15.4% | -65.3% | -55.4% |
| 1Y | -38.8% | +26.8% | -65.6% | -49.3% |
| All | -24.7% | +55.9% | -80.6% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling