-44.6%
QS vs AME
+144.1%
-188.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | -0.9% |
| 7D | -2.3% | +0.6% | -2.9% | -2.9% |
| 30D | -0.7% | -6.7% | +6.0% | +6.0% |
| 3M | -39.6% | +4.1% | -43.7% | -41.9% |
| 6M | -21.7% | +1.6% | -23.3% | -22.9% |
| YTD | -47.4% | +16.1% | -63.6% | -54.1% |
| 1Y | -28.4% | +27.3% | -55.7% | -42.4% |
| 3Y | -22.6% | +50.9% | -73.5% | -48.7% |
| 5Y | -75.6% | +81.4% | -157.0% | -86.8% |
| All | -44.6% | +144.1% | -188.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling