-25.3%
QS vs AMP
+65.4%
-90.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -5.0% | -2.0% | -2.9% | -3.8% |
| 30D | -18.3% | -1.7% | -16.6% | -17.6% |
| 3M | -26.0% | +23.2% | -49.2% | -35.1% |
| 6M | -24.0% | +22.2% | -46.2% | -33.2% |
| YTD | -50.3% | +14.0% | -64.3% | -54.3% |
| 1Y | -38.0% | +14.0% | -52.0% | -43.0% |
| All | -25.3% | +65.4% | -90.7% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling