-89.4%
QS vs AME
+77.3%
-166.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -6.0% |
| 7D | -5.0% | +1.1% | -6.1% | -5.9% |
| 30D | -1.4% | -4.1% | +2.7% | +2.2% |
| 3M | -33.6% | -6.3% | -27.3% | -29.6% |
| 6M | -47.6% | +3.5% | -51.1% | -50.4% |
| YTD | -59.6% | +17.3% | -76.9% | -66.9% |
| 1Y | -73.5% | +22.0% | -95.6% | -79.3% |
| 3Y | -23.0% | +62.0% | -85.1% | -60.8% |
| 5Y | -89.4% | +78.5% | -167.9% | -95.9% |
| All | -89.4% | +77.3% | -166.7% | -95.9% |
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