-75.6%
QS vs AME
+83.9%
-159.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -5.9% |
| 7D | -4.2% | +1.3% | -5.5% | -5.6% |
| 30D | -15.7% | -6.6% | -9.1% | -9.1% |
| 3M | -28.7% | +3.0% | -31.7% | -31.1% |
| 6M | -23.2% | +5.3% | -28.5% | -27.7% |
| YTD | -49.9% | +15.4% | -65.3% | -57.4% |
| 1Y | -38.8% | +26.8% | -65.6% | -53.0% |
| 3Y | -24.0% | +56.5% | -80.5% | -57.9% |
| 5Y | -75.6% | +85.2% | -160.8% | -89.4% |
| All | -75.6% | +83.9% | -159.5% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling