-46.7%
QS vs AMP
+283.0%
-329.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | -17.2% | -1.3% | -15.9% | -16.5% |
| 3M | -27.0% | +24.2% | -51.2% | -38.4% |
| 6M | -24.6% | +24.6% | -49.1% | -36.8% |
| YTD | -49.3% | +14.8% | -64.2% | -54.9% |
| 1Y | -40.3% | +12.8% | -53.1% | -46.2% |
| 3Y | -23.8% | +69.0% | -92.8% | -53.1% |
| 5Y | -75.0% | +124.9% | -199.8% | -87.2% |
| All | -46.7% | +283.0% | -329.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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